Strategic approach to analyze the effect of Covid-19 on the stock market volatility and uncertainty: a first and second wave perspective
Purpose – This paper aims to analyze the impact of Covid-19 on the stock market volatility and uncertainty during the first and second waves. Design/methodology/approach – This study has applied event study and autoregressive integrated moving average models using daily data of confirmed and death c...
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| Format: | Article |
| Language: | English |
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Emerald Publishing
2022-12-01
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| Series: | Journal of Capital Markets Studies |
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| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/JCMS-05-2022-0015/full/pdf |