Corporate Financial Resilience
Empirical Evidence from the United States
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Beschreibung
This research presents a rigorous investigation of US companies' financial resilience within the S&P 500 index from the year 2000 onward. The book focuses on the process of a company's bounce back to pre-crisis levels after a disturbance, exploring resilience measured through recovery duration and various financial performance indicators. The study analyzes three significant crises faced by the US during this period - the dotcom crisis, the global financial crisis, and the pandemic crisis. Through applied cox hazard regression and panel regression, the book reveals valuable empirical insights on factors impacting corporate financial resilience, sector-specific crisis effects, and essential considerations when interpreting the results. Investors, corporations, and researchers alike will find this data-driven resource a paramount asset in navigating the complexities of financial markets and fortifying corporate financial resilience for a prosperous future.
Presents a detailed analysis of financial resilience in companies during crises Offers empirically validated strategies for investments in resilient companies Includes extensive analytical code of the performed analyses
Autor*in
Mascha Steenblock
Themen in »Corporate Financial Resilience«
Financial performance Financial resilience GICS sectors Google Trend Analysis R Code S&P 500 index dotcom crisis COVID-19 Pandemic Financial Crisis ROA EBIT Stock Price Tobin's Q Corporate financial resilience