Chinese Stock Market Response To COVID-19: An Example of An Event Study Method

This thesis analyses the response of the Chinese stock market and eight sector-specific indices to the coronavirus disease 2019 in China. This research adopts an event study method, using the day of the Wuhan lockdown as the event date, (-130, -10) as the estimated window period and (0, 47) as the e...

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Bibliographic Details
Main Author: Wang, Zeying
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2022
Subjects:
Online Access:https://eprints.nottingham.ac.uk/70536/