Stock market volatility: A pre- to post-COVID-19 analysis of emerging markets

Ezaz Ahmed; Md. Mahadi Hasan; Zakir Hossain Sheikh; Mohammad Irfan

doi:10.4018/978-1-7998-8609-9.ch010

Stock market volatility: A pre- to post-COVID-19 analysis of emerging markets

Ezaz Ahmed
, Md. Mahadi Hasan
, Zakir Hossain Sheikh
, Mohammad Irfan

Business

Columbia College, Columbia, South Carolina, USA
Anwer Khan Modern University
Bahrain Training Institute
CMR Institute of Technology

Research output: Book chapter/Published conference paper › Chapter (peer-reviewed) › peer-review

Abstract

Researchers examine stock volatility in emerging (E7) nations prior to and during COVID-19 announcements using multiple volatility estimations. The correlation coefficient matrix indicates that there is a strong positive correlation between the specified volatility estimators in the pre-COVID-19 and post-COVID-19 periods. Rogers-Satchell standard deviation has the first rank, and Garman-Klass has the last position in the pre-post-COVID-19 analysis volatility estimators. However, the authors discover a considerable influence of pre-post COVID-19 on the world's E7 countries. The findings' primary implication is that post-COVID-19 volatility is greater than pre-COVID-19 volatility. This means that investors' financial portfolios should be rebalanced to favor industries that are less impacted by COVID-19. Additionally, it serves as an early warning signal for investors and the government to take preventative measures in the event that it occurs again in the future.

Original language	English
Title of host publication	Handbook of research on new challenges and global outlooks in financial risk management
Editors	Mara Madaleno, Elisabete Vieira, Nicoleta Barbuta-Misu
Place of Publication	PA, USA
Publisher	IGI Global
Chapter	10
Pages	204-230
Number of pages	27
ISBN (Electronic)	9781799886112
ISBN (Print)	9781799886099
DOIs	https://doi.org/10.4018/978-1-7998-8609-9.ch010
Publication status	Published - Jan 2022

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 3 Good Health and Well-being

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10.4018/978-1-7998-8609-9.ch010

Cite this

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abstract = "Researchers examine stock volatility in emerging (E7) nations prior to and during COVID-19 announcements using multiple volatility estimations. The correlation coefficient matrix indicates that there is a strong positive correlation between the specified volatility estimators in the pre-COVID-19 and post-COVID-19 periods. Rogers-Satchell standard deviation has the first rank, and Garman-Klass has the last position in the pre-post-COVID-19 analysis volatility estimators. However, the authors discover a considerable influence of pre-post COVID-19 on the world's E7 countries. The findings' primary implication is that post-COVID-19 volatility is greater than pre-COVID-19 volatility. This means that investors' financial portfolios should be rebalanced to favor industries that are less impacted by COVID-19. Additionally, it serves as an early warning signal for investors and the government to take preventative measures in the event that it occurs again in the future.",

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Stock market volatility: A pre- to post-COVID-19 analysis of emerging markets. / Ahmed, Ezaz; Hasan, Md. Mahadi; Sheikh, Zakir Hossain et al.
Handbook of research on new challenges and global outlooks in financial risk management. ed. / Mara Madaleno; Elisabete Vieira; Nicoleta Barbuta-Misu. PA, USA: IGI Global, 2022. p. 204-230.

Research output: Book chapter/Published conference paper › Chapter (peer-reviewed) › peer-review

TY - CHAP

T1 - Stock market volatility

T2 - A pre- to post-COVID-19 analysis of emerging markets

AU - Ahmed, Ezaz

AU - Hasan, Md. Mahadi

AU - Sheikh, Zakir Hossain

AU - Irfan, Mohammad

PY - 2022/1

Y1 - 2022/1

N2 - Researchers examine stock volatility in emerging (E7) nations prior to and during COVID-19 announcements using multiple volatility estimations. The correlation coefficient matrix indicates that there is a strong positive correlation between the specified volatility estimators in the pre-COVID-19 and post-COVID-19 periods. Rogers-Satchell standard deviation has the first rank, and Garman-Klass has the last position in the pre-post-COVID-19 analysis volatility estimators. However, the authors discover a considerable influence of pre-post COVID-19 on the world's E7 countries. The findings' primary implication is that post-COVID-19 volatility is greater than pre-COVID-19 volatility. This means that investors' financial portfolios should be rebalanced to favor industries that are less impacted by COVID-19. Additionally, it serves as an early warning signal for investors and the government to take preventative measures in the event that it occurs again in the future.

AB - Researchers examine stock volatility in emerging (E7) nations prior to and during COVID-19 announcements using multiple volatility estimations. The correlation coefficient matrix indicates that there is a strong positive correlation between the specified volatility estimators in the pre-COVID-19 and post-COVID-19 periods. Rogers-Satchell standard deviation has the first rank, and Garman-Klass has the last position in the pre-post-COVID-19 analysis volatility estimators. However, the authors discover a considerable influence of pre-post COVID-19 on the world's E7 countries. The findings' primary implication is that post-COVID-19 volatility is greater than pre-COVID-19 volatility. This means that investors' financial portfolios should be rebalanced to favor industries that are less impacted by COVID-19. Additionally, it serves as an early warning signal for investors and the government to take preventative measures in the event that it occurs again in the future.

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ER -

Stock market volatility: A pre- to post-COVID-19 analysis of emerging markets

Abstract

UN SDGs

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