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https://dspace.univ-ouargla.dz/jspui/handle/123456789/31214
Title: | The impact of the Covid-19 crisis on the efficiency of the US stock market |
Authors: | Khedir Zakaria Saidj Abdelhakim |
Keywords: | Stock markets Efficiency markets Random walk COVID-19 S&P500 Run test |
Issue Date: | 30-Jun-2022 |
Series/Report no.: | Volume 8, Numéro 1 2022; |
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. |
Description: | Journal of Quantitative Economics Studies |
URI: | https://dspace.univ-ouargla.dz/jspui/handle/123456789/31214 |
ISSN: | 1033-2437 |
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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