هل تأثرت مؤشرات السوق المالية السعودية بالحرب في أوكرانيا

Abstract EN

This study examines the indices of the Saudi stock market sectors in terms of the impact of the war in Ukraine on them.

the war in Ukraine, which erupted on February 24, 2022, caused multiple effects worldwide and at various levels, especially at the economic level.

the study wondered whether this war had a significant statistical impact on the returns of indices in Saudi stock market sectors.

some statistical tests were conducted to answer this question.

the difference between the average value of each indicator's returns after the war and the average value of that indicator's returns before the war (a paired sample test) was conducted.

this test was conducted after conducting the unit root test (augmented dicky fuller) for the time series representing the returns of those indicators to ensure the stability of those series and thus the integrity of the statistical tests that will be conducted on those series.

the study yielded results, the most important of which is that the returns of the Saudi stock market indices were not negatively affected by the Ukrainian war .