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| Titre: | The Impact Of The Covid-19 Crisis On The Efficiency Of The Us Stock Market |
| Auteur(s): | Khedir, Zakaria
Saidj, Abdelhakim |
| Mots-clés: | Stock markets
Efficiency markets
Random walk
COVID-19
Run test |
| Date de publication: | 2022 |
| Editeur: | Université Kasdi Merbah de Ouargla |
| Collection/Numéro: | Jornal of Quantitative Economics Studies/ Vol. 8 , N° 1(2022);PP. 471-482 |
| Résumé: | 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. |
| URI/URL: | http://dlibrary.univ-boumerdes.dz:8080/handle/123456789/9880 |
| ISSN: | 2602--5183 |
| Collection(s) : | Publications Nationales
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