Stocks of Football Clubs: Winning or Losing?

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2023-07-14

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en

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Abstract

Football stocks are unique regarding their valuation and risks, as football stock prices are strongly dependent on sporting performance. Previous research found that football match results significantly affect football stock returns. However, evidence for other football-related events is lacking. Therefore, this research studies how multiple football-related events affect football stock returns. The stock returns of 21 European football clubs between July 1st, 2011 and June 30th, 2022 are used for the regression analysis. Before analysing how football-related events affect football stock returns, a general examination of football stock returns is provided. Based on both pooled OLS regressions and OLS regressions, football stocks are in general not overvalued and football stock returns are generally not higher during March, April, and May. Furthermore, OLS regressions are conducted for the event studies. Winning a football match has a significant positive effect on football stock returns, while both drawing and losing a football match have a significant negative effect on football stock returns. Besides, purchasing a football player, selling a football player, an injury of a football player, a managerial change, and winning a trophy do not significantly affect football stock returns. Finally, these results are relevant for investors, football clubs, and regulators.

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Faculteit der Managementwetenschappen