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Will COVID-19 Ever Rule Individual Market Returns

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Proceedings of the 2022 International Conference on Business and Policy Studies (CONF-BPS 2022)

Part of the book series: Applied Economics and Policy Studies ((AEPS))

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Abstract

This study examines the relationship between COVID-19 and volatility that is a must in the finance domain while predicting. The objective of this research is to analyze the influence of COVID-19 on the fluctuation of the abnormal returns in the stock market. By using the market model to analyze the returns of individual stocks, MC.PA and SRB.F, the results reveal that the pandemic witness the bear market and exacerbate the volatility of abnormal returns.

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Author information

Authors and Affiliations

  1. Hangzhou Xuejun High School, Hangzhou, China

    Jingwei Ma

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  1. Jingwei Ma
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Correspondence to Jingwei Ma .

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Editors and Affiliations

  1. Department of Postal Management, Beijing University of Posts and Telecommunications, Beijing, China

    Xiaolong Li

  2. School of Economics and Management, Beijing University of Posts and Telecommunications, Beijing, China

    Chunhui Yuan

  3. Queen Mary University of London, London, UK

    Ivoslav Ganchev

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© 2022 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.

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Ma, J. (2022). Will COVID-19 Ever Rule Individual Market Returns. In: Li, X., Yuan, C., Ganchev, I. (eds) Proceedings of the 2022 International Conference on Business and Policy Studies. CONF-BPS 2022. Applied Economics and Policy Studies. Springer, Singapore. https://doi.org/10.1007/978-981-19-5727-7_3

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  • DOI: https://doi.org/10.1007/978-981-19-5727-7_3

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  • Publisher Name: Springer, Singapore

  • Print ISBN: 978-981-19-5726-0

  • Online ISBN: 978-981-19-5727-7

  • eBook Packages: Economics and FinanceEconomics and Finance (R0)

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