Using the Indian banking and financial services stocks, this study set out to examine impacts of global pandemic government measures on stock returns around four pandemic-related events. This employs event methodology with market model estimation for a 210-day window [-214,-5] 15-day [-4,+10]. The reaction was mild announcement 'Health Emergency Global Concern', but as soon coronavirus outbreak...

This research aims to analyze the effect of exchange rates, interest oil prices, coal debt-to-equity ratio, return on asset, and firm size dependent variable stock returns in energy sector companies listed Indonesia Stock Exchange 2017 2021. The analysis technique this study was carried out using a panel data regression test with Eviews10 program. results indicate that variables price, have no ...

Increasing COVID-19 cases has not only impacted health and day-to-day lives of people, but it also had a material effect on India’s economic growth. Stock returns various sectors are evidence country’s stagnated growth the healthcare pharmaceutical sector might be affected in different manner. The purpose this paper is to find out how pandemic pharma stocks. Daily closing prices specific indexe...

In this study, we propose a novel approach to analyze a dynamic correlation network of highly volatile financial asset returns by using a network clustering algorithm to deal with high dimensionality issues. We analyze the dynamic correlation network of selected Japanese stock returns as an empirical study of the correlation dynamics at the market level by applying the proposed method. Two type...

This research study empirically assessed the corona virus information spread and banks’ stock returns in Nigeria. The adopted event approach which suites because of its descriptive nature. daily data closing share prices selected banks listed Nigerian Stock Exchange (NSE) was collected from NSE website for a period 146 days. Using 124 days estimation window, result shows that Intercept (C) Mark...

The results of this study include an event that intends to analyse the conditions and differences in abnormal returns,trading volume activity market capitalization before after first Covid-19 vaccination Indonesia infrastructure sector on Stock Exchange.In study,a sample 20 companies was used.This uses a research period 4 days event,1 day at time event.The descriptive statistical techniques,nor...