Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery

Mahata, Ajit; Rai, Anish; Nurujjaman, Md.; Prakash, Om

doi:10.1016/j.physa.2021.126008

Cited by 15 publications

(4 citation statements)

References 44 publications

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“…Further, Mishra and Rampal (2020) document the impact of the Covid-19 on food insecurity in India. Mahata et al (2021) show that stocks with higher financial antifragility show V-shape recovery in the Indian stock market. Agarwalla et al (2021) examine the impact of Covid-19 on the tail risk of Nifty index options and find that the volatility level remains elevated during the pandemic.…”

Section: Review Of Literaturementioning

confidence: 92%

Covid-19 pandemic and stock returns in India

Dharani

Hassan

Huda³

et al. 2022

J Econ Finan

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This paper examines whether the Covid-19 pandemic has had a homogeneous or heterogeneous effect on stock returns in India. We consider panel data by using 1,318 companies that are listed on the National Stock Exchange of India. We find that the daily growth rate in Covid-19 cases and Covid-19 deaths are negatively associated with stock returns. Further, we observe that the average stock returns during Lockdown 2 are positive and highly significant, while the returns during Lockdowns 3 and 4 are negative. Moreover, our results show that the chemical, technology, and food and beverage industries earn higher returns. In contrast, the banking and finance, automotive, services, and cement and construction industries yield lower returns for the overall period. Interestingly, all industry groupings in this study earn a positive return during the lockdown period. In particular, the chemical, technology, automotive, metals and mining, and food and beverage industries provide higher returns during the lockdown period. Finally, this study supports the claim that the Covid-19 pandemic has had a heterogeneous effect in the Indian stock markets.

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Section: Review Of Literaturementioning

confidence: 92%

Covid-19 pandemic and stock returns in India

Dharani

Hassan

Huda³

et al. 2022

J Econ Finan

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“…The current literature on post-COVID-19 recovery is mostly reported by economists who study the shape of economic recovery. 22 , 23 , 24 The shapes (which economists use as shorthand) are often depicted by letters in the Latin alphabet that reflect the duration, rate, and magnitude of changes following a shock (i.e., COVID-19). A V-shaped response depicts a steep decline followed by a quick recovery with minimal long-term damage, whereas a U shape portrays a longer period of recovery.…”

Section: Introductionmentioning

confidence: 99%

Recovery shape of physical activity after COVID-19 pandemic

Katewongsa

Widyastari

Haemathulin³

et al. 2023

Journal of Sport and Health Science

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“…Based on the market transaction data of NYSE stock from 1980 to 1984, a study shows that the daily variability of its return in a minute followed a U shape pattern [4]. A recent discovery illustrates that stocks that have been negatively affected by the COVID-19 epidemic recover in a V or L shape, depending on their financial stress [5].…”

Section: Introductionmentioning

confidence: 99%

Research on the Stock Price Forecasting of Netflix Based on Linear Regression, Decision Tree, and Gradient Boosting Models

Xu¹

2023

Proceedings of the 2022 2nd International Conference on Business Administration and Data Science (BADS 2022)

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Stock return forecasting has always been a popular research topic in the stock market. This paper adopts three models, including linear regression, decision tree, and gradient boosting approaches, to predict the eighth day's stock return of Netflix stock based on its last seven days' stock return, based on the price data of Netflix stock from 2002 to 2021. Prediction results and model performances are compared with the five-fold cross-validation and Python score method. The results indicates that the linear regression model is the best model for predicting Netflix-type stocks' return on a long-term scale and has no sharp nor abnormal fluctuations. This research result enriches the existed stock return forecasting literature and provides a certain revelation for investors towards predicting stock return growth trends and stock investment values accurately.

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Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery

Cited by 15 publications

References 44 publications

Covid-19 pandemic and stock returns in India

Covid-19 pandemic and stock returns in India

Recovery shape of physical activity after COVID-19 pandemic

Research on the Stock Price Forecasting of Netflix Based on Linear Regression, Decision Tree, and Gradient Boosting Models

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