ISSN (print) - 0131-7652

ISSN (online) - 2686-7605

Vol. 52 No. 6 (2022)
FINANCIAL ECONOMY

The Russian Stock Market in 2015–2020: Volatility and Market Returns

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  • T.N. Polyakova
T.N. Polyakova
Omsk State University named after F. M. Dostoevsky, Omsk
DOI: https://doi.org/10.30680/ECO0131-7652-2022-6-178-192

Published 2022-05-27

Keywords

  • stock market; volatility; market returns; stock indices; Moscow Exchange; oil market; coronavirus pandemic

How to Cite

1.
Polyakova Т. The Russian Stock Market in 2015–2020: Volatility and Market Returns. ECO [Internet]. 2022 May 27 [cited 2024 Sep. 22];52(6):178-92. Available from: https://ecotrends.ru/index.php/eco/article/view/4455

Abstract

The paper presents a statistical analysis of the volatility and market returns of the Russian stock market from 2015 to 2020 in the context of the influence of internal and external factors and inter-market interaction. The effects of the coronavirus pandemic on stock markets and the global crude oil market are considered. The periods of risk exposure and falling market returns of the Russian stock market are indicated. The author concludes that in general for most of the annual segments, investors had a positive attitude to the Russian stock market, as evidenced by the insignificant level of volatility and positive market returns.
PDF (Русский)

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