The impact of COVID-19 pandemic on South Asian stock markets

Bibliographic Details
Main Author: Jesus-Silva, N.
Publication Date: 2023
Other Authors: Baptista, N., Dos-Santos, M. J. P. L.
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/10071/29106
Summary: The main aim of this paper is to analyze the impact of the world pandemic COVID-19 on the efficiency of capital markets in countries of South Asia, namely, the market efficiency of these stock markets in the pre and post-COVID-19 global wave. The method includes an econometric model based on time series analysis. Information and data come from the stock indices of Asian countries from July 2018 to July 2021. The results confirm that despite all financial markets presenting efficient results before the global outbreak, after the COVID-19 pandemic, all the financial markets reduced efficiency, as expected. These results benefit the regulators of financial markets and investors to forecast and anticipate adjusted financial measures and policy decision-makers.
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spelling The impact of COVID-19 pandemic on South Asian stock marketsCovid-19Asian countriesStock marketsEfficiencyThe main aim of this paper is to analyze the impact of the world pandemic COVID-19 on the efficiency of capital markets in countries of South Asia, namely, the market efficiency of these stock markets in the pre and post-COVID-19 global wave. The method includes an econometric model based on time series analysis. Information and data come from the stock indices of Asian countries from July 2018 to July 2021. The results confirm that despite all financial markets presenting efficient results before the global outbreak, after the COVID-19 pandemic, all the financial markets reduced efficiency, as expected. These results benefit the regulators of financial markets and investors to forecast and anticipate adjusted financial measures and policy decision-makers.AHFE Open Access2023-07-31T14:50:31Z2023-01-01T00:00:00Z20232023-07-31T15:55:40Zconference objectinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://hdl.handle.net/10071/29106eng978-1-958651-73-510.54941/ahfe1003902Jesus-Silva, N.Baptista, N.Dos-Santos, M. J. P. L.info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2024-07-07T03:03:20Zoai:repositorio.iscte-iul.pt:10071/29106Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T18:14:33.673713Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv The impact of COVID-19 pandemic on South Asian stock markets
title The impact of COVID-19 pandemic on South Asian stock markets
spellingShingle The impact of COVID-19 pandemic on South Asian stock markets
Jesus-Silva, N.
Covid-19
Asian countries
Stock markets
Efficiency
title_short The impact of COVID-19 pandemic on South Asian stock markets
title_full The impact of COVID-19 pandemic on South Asian stock markets
title_fullStr The impact of COVID-19 pandemic on South Asian stock markets
title_full_unstemmed The impact of COVID-19 pandemic on South Asian stock markets
title_sort The impact of COVID-19 pandemic on South Asian stock markets
author Jesus-Silva, N.
author_facet Jesus-Silva, N.
Baptista, N.
Dos-Santos, M. J. P. L.
author_role author
author2 Baptista, N.
Dos-Santos, M. J. P. L.
author2_role author
author
dc.contributor.author.fl_str_mv Jesus-Silva, N.
Baptista, N.
Dos-Santos, M. J. P. L.
dc.subject.por.fl_str_mv Covid-19
Asian countries
Stock markets
Efficiency
topic Covid-19
Asian countries
Stock markets
Efficiency
description The main aim of this paper is to analyze the impact of the world pandemic COVID-19 on the efficiency of capital markets in countries of South Asia, namely, the market efficiency of these stock markets in the pre and post-COVID-19 global wave. The method includes an econometric model based on time series analysis. Information and data come from the stock indices of Asian countries from July 2018 to July 2021. The results confirm that despite all financial markets presenting efficient results before the global outbreak, after the COVID-19 pandemic, all the financial markets reduced efficiency, as expected. These results benefit the regulators of financial markets and investors to forecast and anticipate adjusted financial measures and policy decision-makers.
publishDate 2023
dc.date.none.fl_str_mv 2023-07-31T14:50:31Z
2023-01-01T00:00:00Z
2023
2023-07-31T15:55:40Z
dc.type.driver.fl_str_mv conference object
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10071/29106
url http://hdl.handle.net/10071/29106
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 978-1-958651-73-5
10.54941/ahfe1003902
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv AHFE Open Access
publisher.none.fl_str_mv AHFE Open Access
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
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instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
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reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
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