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DC Field | Value | Language |
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dc.contributor.author | Khedir Zakaria | - |
dc.contributor.author | Saidj Abdelhakim | - |
dc.date.accessioned | 2022-11-02T09:33:12Z | - |
dc.date.available | 2022-11-02T09:33:12Z | - |
dc.date.issued | 2022-06-30 | - |
dc.identifier.issn | 1033-2437 | - |
dc.identifier.uri | https://dspace.univ-ouargla.dz/jspui/handle/123456789/31214 | - |
dc.description | Journal of Quantitative Economics Studies | en_US |
dc.description.abstract | This paper search the impact of COVID-19 on the efficiency of financial markets, Specifically, the impact of Covid -19 on the Standard and Poor’s 500 (S&P500) index, using three efficiency indicators: Run test, Ljung-Box test, and Bartels test, We used daily data for return (S&P500) index, from 2-10-2019 to 30-06-2020, Divided into two periods, the pre-crisis period from 2-10-2019 to 10-3-2020, and the crisis period from 11-3-2020 to 30-6-2020, the results suggest that the return appeared to be more volatile during the (COVID-19)crisis period and the U.S stock market(s&p500) was efficient in weak form during pre-crisis COVID-19, and not efficient during crisis COVID-19 After the world organization announced that the Coronavirus is a global epidemic. | en_US |
dc.language.iso | en | en_US |
dc.relation.ispartofseries | Volume 8, Numéro 1 2022; | - |
dc.subject | Stock markets | en_US |
dc.subject | Efficiency markets | en_US |
dc.subject | Random walk | en_US |
dc.subject | COVID-19 | en_US |
dc.subject | S&P500 | en_US |
dc.subject | Run test | en_US |
dc.title | The impact of the Covid-19 crisis on the efficiency of the US stock market | en_US |
dc.type | Article | en_US |
Appears in Collections: | Number 08 /2022 |
Files in This Item:
File | Description | Size | Format | |
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JQES080135F.pdf | 404,38 kB | Adobe PDF | View/Open |
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