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Volatility in Indian Stock Markets During COVID-19: An Analysis of Equity Investment Strategies

Volatility in Indian Stock Markets During COVID-19: An Analysis of Equity Investment Strategies
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Author(s): Khushboo Gupta (Amity University, Noida, India), Seshanwita Das (Christ (Deemed to be University), India) and Kanishka Gupta (Symbiosis International University (Deemed), India)
Copyright: 2022
Volume: 9
Issue: 1
Pages: 16
Source title: International Journal of Business Analytics (IJBAN)
Editor(s)-in-Chief: John Wang (Montclair State University, USA)
DOI: 10.4018/IJBAN.288512

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Abstract

The aim of the paper is to evaluate the impact of novel COVID-19 on the returns and volatility of Indian stock markets with special reference to equity investment strategies of Bombay Stock Exchange. For the purpose of evaluating the impact, the study has applied GARCH) The research has considered a time frame from March, 2015 to January, 2021. Prior to implementing GARCH model, pre-estimation tests i.e., Augmented Dickey-Fuller and ARCH-Lagrange Multiplier, were conducted. Outcomes clearly indicate that the returns during the crisis for all the strategy indices have been negative which means that the COVID-19 outbreak resulted in massive losses. Additionally, 'during crisis' period showed increase in volatility for all the strategy indices depicting that the pandemic has a long-lasting effect and will take time to fade off. This research will help the investors in the investment decision process by giving them insights about the different strategies.

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