Identification and Analysis of Factors Affecting the Dynamics of the Russian Stock Market

Student: Mariya Lukash

Educational Programme: Financial Engineering (Master)

Year of Graduation: 2024

This study was devoted to identifying the factors influencing the dynamics of changes in the value of the RTS index. To achieve this goal, the analysis of domestic and foreign articles on the topic under study was carried out. Based on the analysis of scientific literature, the main determinants affecting the stock index have been identified. Then a description of the state of the Russian stock market was made according to the main indicators such as the level of capitalization, trading volume, and so on. After analyzing the market, each of the identified factors was briefly characterized and analyzed based on a graph. Then a brief methodology of the study was presented, on the basis of which further correlation and regression analysis was carried out.

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