A Statistical Analysis of Stock Performance Linking the Pandemic/Epidemic Outbreaks from 2010 till 2020: A Profound Look into the U.S Stock Market

The paper analyses the stock performance during the pandemic outbreaks from 2010 till 2020, particularly concentrating in the U.S. stock market. The key focus of this dissertation is to highlight the implications of behavioural finance and investments. In order to do this, stock performances are ana...

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Main Author: Promy, Farhana Jahan
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2020
Online Access:https://eprints.nottingham.ac.uk/66328/
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author Promy, Farhana Jahan
author_facet Promy, Farhana Jahan
author_sort Promy, Farhana Jahan
building Nottingham Research Data Repository
collection Online Access
description The paper analyses the stock performance during the pandemic outbreaks from 2010 till 2020, particularly concentrating in the U.S. stock market. The key focus of this dissertation is to highlight the implications of behavioural finance and investments. In order to do this, stock performances are analysed through "fear index", also known as VIX and Daily treasure yield curve rate. Panel data analysis is conducted on the 5 major stock indexes to provide an overall glimpse of the U.S. economy. No primary research (such as Interviews, Surveys etc.) had been conducted to fulfil the study. The paper incorporates both qualitative and quantitative analysis. Quantitative analysis focuses on the three panel data models to determine the statistical significance of the variables, with an additional test to determine the most efficient model. The qualitative part conducts a thorough analysis on the medicine sector, particularly the pharmaceutical industries during epidemic times. Overall, the paper tried to illustrate the importance of market psychologies through various analysis.
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format Dissertation (University of Nottingham only)
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spelling nottingham-663282023-04-19T15:20:29Z https://eprints.nottingham.ac.uk/66328/ A Statistical Analysis of Stock Performance Linking the Pandemic/Epidemic Outbreaks from 2010 till 2020: A Profound Look into the U.S Stock Market Promy, Farhana Jahan The paper analyses the stock performance during the pandemic outbreaks from 2010 till 2020, particularly concentrating in the U.S. stock market. The key focus of this dissertation is to highlight the implications of behavioural finance and investments. In order to do this, stock performances are analysed through "fear index", also known as VIX and Daily treasure yield curve rate. Panel data analysis is conducted on the 5 major stock indexes to provide an overall glimpse of the U.S. economy. No primary research (such as Interviews, Surveys etc.) had been conducted to fulfil the study. The paper incorporates both qualitative and quantitative analysis. Quantitative analysis focuses on the three panel data models to determine the statistical significance of the variables, with an additional test to determine the most efficient model. The qualitative part conducts a thorough analysis on the medicine sector, particularly the pharmaceutical industries during epidemic times. Overall, the paper tried to illustrate the importance of market psychologies through various analysis. 2020-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/66328/1/BUSI4020_20255009_2021.pdf Promy, Farhana Jahan (2020) A Statistical Analysis of Stock Performance Linking the Pandemic/Epidemic Outbreaks from 2010 till 2020: A Profound Look into the U.S Stock Market. [Dissertation (University of Nottingham only)]
spellingShingle Promy, Farhana Jahan
A Statistical Analysis of Stock Performance Linking the Pandemic/Epidemic Outbreaks from 2010 till 2020: A Profound Look into the U.S Stock Market
title A Statistical Analysis of Stock Performance Linking the Pandemic/Epidemic Outbreaks from 2010 till 2020: A Profound Look into the U.S Stock Market
title_full A Statistical Analysis of Stock Performance Linking the Pandemic/Epidemic Outbreaks from 2010 till 2020: A Profound Look into the U.S Stock Market
title_fullStr A Statistical Analysis of Stock Performance Linking the Pandemic/Epidemic Outbreaks from 2010 till 2020: A Profound Look into the U.S Stock Market
title_full_unstemmed A Statistical Analysis of Stock Performance Linking the Pandemic/Epidemic Outbreaks from 2010 till 2020: A Profound Look into the U.S Stock Market
title_short A Statistical Analysis of Stock Performance Linking the Pandemic/Epidemic Outbreaks from 2010 till 2020: A Profound Look into the U.S Stock Market
title_sort statistical analysis of stock performance linking the pandemic/epidemic outbreaks from 2010 till 2020: a profound look into the u.s stock market
url https://eprints.nottingham.ac.uk/66328/