International Evidence of COVID-19 and Stock Market Returns: An Event Study Analysis
Título
International Evidence of COVID-19 and Stock Market Returns: An Event Study Analysis
Autor
Ahmad Bash
Descripción
We study the effect of the first registered case of COVID-19 on stock market returns using event study analysis. Mean-adjusted returns and market model methods are used to estimate cumulative abnormal returns for 30 countries. The results show that stock market returns experience a downwards trend as well as significant negative returns following the COVID-19 outbreak.Keywords: COVID-19, event study, index returns; pandemicsJEL Classification: G14DOI: https://doi.org/10.32479/ijefi.9941
Fecha
2020
Fuente
Biotemas
Editor
Universidade Federal de Santa Catarina
Cobertura
Business, Economics as a science
Archivos
Colección
Citación
Ahmad Bash, “International Evidence of COVID-19 and Stock Market Returns: An Event Study Analysis,” SOCICT Open, consulta 16 de abril de 2026, https://www.socictopen.socict.org/items/show/4988.
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