Rachit Bordia

VIX Spike Characteristics as Predictors of Short-Term SPY Reversion: Evidence from 82 Events, 2004–2026

This study examines whether the cause of a VIX spike predicts the magnitude and consistency of short-term SPY reversion. Using 82 single-day VIX spikes of 5 or more absolute points from 2004 to 2026, each event is classified by cause (Federal Reserve decisions, macroeconomic data...

Market Shock Tracker: An Analysis of Short-Term Market Reactions to Major Economic, Political, and Corporate Events (2020–2026)

This paper analyzes short-term market reactions to 14 major economic, political, and corporate shock events from 2020 to 2026 using a multi-asset event study framework. Tracking SPY, QQQ, VIX, XLE, XLF, and XLK across 1-day, 3-day, 5-day, and 7-day windows, the study finds that V...

Market Shock Tracker: An Analysis of Short-Term Market Reactions to Major Economic, Political, and Corporate Events (2020–2026)

This paper analyzes short-term market reactions to 14 major economic, political, and corporate shock events from 2020 to 2026 using a multi-asset event study framework. Tracking SPY, QQQ, VIX, XLE, XLF, and XLK across 1-day, 3-day, 5-day, and 7-day windows, the study finds that V...

VIX Spike Characteristics as Predictors of Short-Term SPY Reversion: Evidence from 82 Events, 2004–2026

This study examines whether the cause of a VIX spike predicts the magnitude and consistency of short-term SPY reversion. Using 82 single-day VIX spikes of 5 or more absolute points from 2004 to 2026, each event is classified by cause (Federal Reserve decisions, macroeconomic data...