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The effect of the exclusion of Russian securities from major indexes following the events in Ukraine
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This Thesis is about analyzing the effects of the Russian excluded securities from S&P
Dow Jones after the sanctions due to the conflict with Ukraine. For this research, different
indexes with distinct stocks were used. Linear regression to analyze the correlation between
the stock and the index, two linear regressions with two dummy variables to see the impact
on the stock after the exclusion, and a time series to see the fluctuation in the daily prices.
Finally, the findings were as expected, there is a correlation in stock prices decreased by the
removal of the indexes
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Russia Index S&P dow jones Financial markets Exclusion Stocks Regression