Investigating the impact of Covid-19pandemicon stock markets: Evidence from global equity indices

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dc.authorid0000-0003-0547-4929en_US
dc.authorid0000-0002-0068-0048en_US
dc.contributor.authorFaque, Mustapher
dc.contributor.authorHacıoğlu, Ümit
dc.contributor.authorHacıoğlu, Ümit
dc.contributor.otherYönetim Bilimleri Fakültesi, İşletme Bölümü
dc.date.accessioned2021-11-16T11:07:05Z
dc.date.available2021-11-16T11:07:05Z
dc.date.issued2021en_US
dc.departmentİHÜ, Yönetim Bilimleri Fakültesi, İşletme Bölümüen_US
dc.description.abstractThis paper aims to examine the impact of Covid-19 pandemic on stock markets. This paper also analyses the stock market cointegration of selected global equity indices that performed better and have a quick speed of recovery during the pandemic. This paper also questions how increasing uncertainty and volatility deters investors’ perception of the diversification of equity investments. The dataset for the selected 12 global equity indices has been used from Thompson Reuters’s EIKON database in a given period of time between 2010 and 2021. This paper employs Vector Error Correction Models to assess the relationship among the selected global equity indices. Findings demonstrate that (i) there is an adverse impact of Covid-19 on the Global Equity markets, (ii) there is a clear sign of cointegration in global equity indices, (ii) investors can benefit from investing in particular equity indices that have exhibited quick speed of recovery from the pandemic records lows. The findings finally provide a strong foundation for constructing a resilient equity portfolio in a highly uncertain market environment.en_US
dc.identifier.citationFaque, M. ve Hacıoğlı, Ü. (2021). Investigating the impact of Covid-19pandemicon stock markets: Evidence from global equity indices. International Journal of Research in Business & Social Science, 10(7), 199-219.en_US
dc.identifier.doi10.20525/ijrbs.v10i7.1461en_US
dc.identifier.endpage219en_US
dc.identifier.issn2147-4478
dc.identifier.issue7en_US
dc.identifier.startpage199en_US
dc.identifier.urihttps://doi.org/10.20525/ijrbs.v10i7.1461
dc.identifier.urihttps://hdl.handle.net/20.500.12154/1659
dc.identifier.volume10en_US
dc.institutionauthorHacıoğlu, Ümit
dc.institutionauthorid0000-0002-0068-0048en_US
dc.language.isoen
dc.publisherSSBFNETen_US
dc.relation.ihupublicationcategory233en_US
dc.relation.ispartofInternational Journal of Research in Business & Social Scienceen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCOVID-19en_US
dc.subjectCointegrationen_US
dc.subjectDiversificationen_US
dc.subjectGlobal Equity Indicesen_US
dc.titleInvestigating the impact of Covid-19pandemicon stock markets: Evidence from global equity indicesen_US
dc.typeArticle
dspace.entity.typePublication
relation.isAuthorOfPublicationd5642aa4-347e-4bbe-bcd5-6b4b19a4c49f
relation.isAuthorOfPublication.latestForDiscoveryd5642aa4-347e-4bbe-bcd5-6b4b19a4c49f
relation.isOrgUnitOfPublicationc9253b76-6094-4836-ac99-2fcd5392d68f
relation.isOrgUnitOfPublication.latestForDiscoveryc9253b76-6094-4836-ac99-2fcd5392d68f

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