https://www.socictopen.socict.org/files/original/2dfeafca94951e778cabc5e0a92d15e0.pdf 5c78f41860b38970df21d38cf381ee6b Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Coronavirus Description An account of the resource Dominio científico: Coronavirus Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Spatial tale of G-7 and BRICS stock markets during COVID-19: An event study Creator An entity primarily responsible for making the resource Suman Chakraborty, Sandeep S. Shenoy, Sanket Ledwani Description An account of the resource The unprecedented outbreak of COVID-19 has affected every aspect of the human life, be it health, social, or economic dimensions. The anxiety and uncertainty wobbled the economies of affected countries worldwide. This study attempts to quantify the impact of COVID-19 on the performance of major stock markets of G-7 nations vis-à-vis BRICS nations. An event study methodology is employed to capture the effect of the systematic event in the form of Buy and Hold Abnormal Returns (BHAR) and Average Buy and Hold Abnormal Returns (ABHAR). The study considers a 90-day observation window, consisting of six sub-event windows after the COVID-19 news up-doves the world, and 120 days prior to the selected event date to estimate average expected returns. BHAR values in the four event windows are statistically significant, covering stock markets from panic and nosedive to their correction and recovery. ABHAR values reported are significantly negative in the event window ranging from –0.15% to –38.43% for G-7 and –0.06% to –37.12% for BRICS nations. Despite similar ABHAR trends, the BHAR values and correlation matrix exhibit a diverse reaction in BRICS nations compared to the highly synchronized reaction in the G-7 group of nations in the COVID period. Date A point or period of time associated with an event in the lifecycle of the resource 2021 Subject The topic of the resource Pandemic, financial crisis, stock exchange, Abnormal Returns, event study, BHAR Identifier An unambiguous reference to the resource within a given context 10.21511/imfi.18(2).2021.03 Source A related resource from which the described resource is derived Investment Management & Financial Innovations Publisher An entity responsible for making the resource available LLC CPC "Business Perspectives"" Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Finance