The Impact Of The Covid-19 Crisis On The Efficiency Of The Us Stock Market
| dc.contributor.author | Khedir, Zakaria | |
| dc.contributor.author | Saidj, Abdelhakim | |
| dc.date.accessioned | 2022-07-20T08:15:59Z | |
| dc.date.available | 2022-07-20T08:15:59Z | |
| dc.date.issued | 2022 | |
| 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.identifier.issn | 2602--5183 | |
| dc.identifier.uri | https://dspace.univ-boumerdes.dz/handle/123456789/9880 | |
| dc.language.iso | fr | en_US |
| dc.publisher | Université Kasdi Merbah de Ouargla | en_US |
| dc.relation.ispartofseries | Jornal of Quantitative Economics Studies/ Vol. 8 , N° 1(2022);PP. 471-482 | |
| 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 | 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 |