The Impact of Covıd 19 on the Volatılıty of Stock Market Returns
Journal Title: International Journal of Social Science And Human Research - Year 2022, Vol 5, Issue 08
Abstract
With the support of a generalized autoregressive conditional heteroscedasticity model, this research experimentally examines the effect of COVID-19 on the volatility of stock prices in 3 different stock indexes. The analysis used daily closing prices from May 31, 2012, through May 31, 2022, for stock indices tracked by Euronext and SSE. Additionally, the study aimed to compare the market price return between the pre-pandemic and after situations. According to the findings, the stock markets in China, Europe, and the S&P 500 all experienced volatility during the pandemic period. We discovered that the return on the indices was higher in the pre-COVID-19 period than it was in the pandemic period when comparing the results of the disease period with those of the pre-COVID period.
Authors and Affiliations
Rayane Bode Youssouf,SITKI SÖNMEZER
Keywords
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- EP ID EP708821
- DOI 10.47191/ijsshr/v5-i8-69
- Views 85
- Downloads 0
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