The impact of COVID-19 pandemic on South Asian Stock Markets

Bibliographic Details
Main Author: Santos, Maria José Palma Lampreia dos
Publication Date: 2023
Other Authors: Baptista, Nuno, Jesus-Silva, Natacha
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/11328/4985
https://doi.org/http://doi.org/10.54941/ahfe1003902
Summary: The main aim of this paper is to analyze the impact of the 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 methods include quantitative research and time series analysis. Information and data were collected from the stock indices of Pakistan (KSE), India (BSE), Bangladesh (DSE) and Sri Lanka (CSE) for the period from August 2018 to July 2021. The results confirm that all capital markets are efficient before the global outbreak. In a meanwhile, after the pandemic (COVID-19) all the financial markets present a low efficiency. Explain more in economic terms. This conclusion helps the regulators of markets and investors to take a step to make certain information in these economies, subsequently, returns of some stocks can be predictable and generate opportunities for abnormal earnings and arbitrage.
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spelling The impact of COVID-19 pandemic on South Asian Stock MarketsCOVID-19South Asian countriesStock MarketsEfficiencyThe main aim of this paper is to analyze the impact of the 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 methods include quantitative research and time series analysis. Information and data were collected from the stock indices of Pakistan (KSE), India (BSE), Bangladesh (DSE) and Sri Lanka (CSE) for the period from August 2018 to July 2021. The results confirm that all capital markets are efficient before the global outbreak. In a meanwhile, after the pandemic (COVID-19) all the financial markets present a low efficiency. Explain more in economic terms. This conclusion helps the regulators of markets and investors to take a step to make certain information in these economies, subsequently, returns of some stocks can be predictable and generate opportunities for abnormal earnings and arbitrage.AHFE International2023-07-20T17:09:54Z2023-07-202023-07-01T00:00:00Zconference objectinfo:eu-repo/semantics/publishedVersionapplication/pdfJesus-Silva, N., Santos, M. J. P. L., & Baptista, N. (2023). The impact of COVID-19 pandemic on South Asian Stock Markets. In V. Salminen (Ed.), Human Factors, Business Management and Society: Proceedings of the 14th International Conference on Applied Human Factors and Ergonomics and the Affiliated Conferences (AHFE 2023), San Francisco, USA, 20-24 july 2023, (vol. 97, pp. 259-265). AHFE International. http://doi.org/10.54941/ahfe1003902. Repositório Institucional UPT. http://hdl.handle.net/11328/4985http://hdl.handle.net/11328/4985Jesus-Silva, N., Santos, M. J. P. L., & Baptista, N. (2023). The impact of COVID-19 pandemic on South Asian Stock Markets. In V. Salminen (Ed.), Human Factors, Business Management and Society: Proceedings of the 14th International Conference on Applied Human Factors and Ergonomics and the Affiliated Conferences (AHFE 2023), San Francisco, USA, 20-24 july 2023, (vol. 97, pp. 259-265). AHFE International. http://doi.org/10.54941/ahfe1003902. Repositório Institucional UPT. http://hdl.handle.net/11328/4985http://hdl.handle.net/11328/4985https://doi.org/http://doi.org/10.54941/ahfe1003902eng978-1-958651-73-5https://openaccess.cms-conferences.org/publications/book/978-1-958651-73-5/article/978-1-958651-73-5_25http://creativecommons.org/licenses/by/4.0/info:eu-repo/semantics/openAccessSantos, Maria José Palma Lampreia dosBaptista, NunoJesus-Silva, Natachareponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2025-04-24T02:04:51Zoai:repositorio.upt.pt:11328/4985Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T19:31:35.803181Repositórios 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
Santos, Maria José Palma Lampreia dos
COVID-19
South 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 Santos, Maria José Palma Lampreia dos
author_facet Santos, Maria José Palma Lampreia dos
Baptista, Nuno
Jesus-Silva, Natacha
author_role author
author2 Baptista, Nuno
Jesus-Silva, Natacha
author2_role author
author
dc.contributor.author.fl_str_mv Santos, Maria José Palma Lampreia dos
Baptista, Nuno
Jesus-Silva, Natacha
dc.subject.por.fl_str_mv COVID-19
South Asian countries
Stock Markets
Efficiency
topic COVID-19
South Asian countries
Stock Markets
Efficiency
description The main aim of this paper is to analyze the impact of the 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 methods include quantitative research and time series analysis. Information and data were collected from the stock indices of Pakistan (KSE), India (BSE), Bangladesh (DSE) and Sri Lanka (CSE) for the period from August 2018 to July 2021. The results confirm that all capital markets are efficient before the global outbreak. In a meanwhile, after the pandemic (COVID-19) all the financial markets present a low efficiency. Explain more in economic terms. This conclusion helps the regulators of markets and investors to take a step to make certain information in these economies, subsequently, returns of some stocks can be predictable and generate opportunities for abnormal earnings and arbitrage.
publishDate 2023
dc.date.none.fl_str_mv 2023-07-20T17:09:54Z
2023-07-20
2023-07-01T00:00:00Z
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 Jesus-Silva, N., Santos, M. J. P. L., & Baptista, N. (2023). The impact of COVID-19 pandemic on South Asian Stock Markets. In V. Salminen (Ed.), Human Factors, Business Management and Society: Proceedings of the 14th International Conference on Applied Human Factors and Ergonomics and the Affiliated Conferences (AHFE 2023), San Francisco, USA, 20-24 july 2023, (vol. 97, pp. 259-265). AHFE International. http://doi.org/10.54941/ahfe1003902. Repositório Institucional UPT. http://hdl.handle.net/11328/4985
http://hdl.handle.net/11328/4985
Jesus-Silva, N., Santos, M. J. P. L., & Baptista, N. (2023). The impact of COVID-19 pandemic on South Asian Stock Markets. In V. Salminen (Ed.), Human Factors, Business Management and Society: Proceedings of the 14th International Conference on Applied Human Factors and Ergonomics and the Affiliated Conferences (AHFE 2023), San Francisco, USA, 20-24 july 2023, (vol. 97, pp. 259-265). AHFE International. http://doi.org/10.54941/ahfe1003902. Repositório Institucional UPT. http://hdl.handle.net/11328/4985
http://hdl.handle.net/11328/4985
https://doi.org/http://doi.org/10.54941/ahfe1003902
identifier_str_mv Jesus-Silva, N., Santos, M. J. P. L., & Baptista, N. (2023). The impact of COVID-19 pandemic on South Asian Stock Markets. In V. Salminen (Ed.), Human Factors, Business Management and Society: Proceedings of the 14th International Conference on Applied Human Factors and Ergonomics and the Affiliated Conferences (AHFE 2023), San Francisco, USA, 20-24 july 2023, (vol. 97, pp. 259-265). AHFE International. http://doi.org/10.54941/ahfe1003902. Repositório Institucional UPT. http://hdl.handle.net/11328/4985
url http://hdl.handle.net/11328/4985
https://doi.org/http://doi.org/10.54941/ahfe1003902
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 978-1-958651-73-5
https://openaccess.cms-conferences.org/publications/book/978-1-958651-73-5/article/978-1-958651-73-5_25
dc.rights.driver.fl_str_mv http://creativecommons.org/licenses/by/4.0/
info:eu-repo/semantics/openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv AHFE International
publisher.none.fl_str_mv AHFE International
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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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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