Abstract

AbstractThis study examines the relationship between COVID-19 and volatility that is a must in the finance domain while predicting. The objective of this research is to analyze the influence of COVID-19 on the fluctuation of the abnormal returns in the stock market. By using the market model to analyze the returns of individual stocks, MC.PA and SRB.F, the results reveal that the pandemic witness the bear market and exacerbate the volatility of abnormal returns.KeywordsVolatilityCOVID-19Abnormal return in individual stock market

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