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- W4386782011 abstract "This study investigates the impact of the Covid-19 pandemic on the volatilities of two sectoral indices in Indonesia. The primary objective is to empirically examine the relationship between the occurrence of the pandemic, volatility, and trading volume. The authors employ GARCH modeling to analyze the two measurements, incorporating the Covid-19 variable as an external regressor. Data samples from two distinct sector indices of the Energy and Technology sectors in the Indonesian Stock Exchange are utilized, encompassing the periods before and after the initial Covid-19 case in Indonesia." @default.
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- W4386782011 date "2023-01-01" @default.
- W4386782011 modified "2023-09-27" @default.
- W4386782011 title "The Effect of Covid-19 Pandemic on Stock Market Volatility: Tales from Two Sectors" @default.
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- W4386782011 doi "https://doi.org/10.1051/e3sconf/202342601036" @default.
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