An intraday analysis of the Dow-30 stocks during the early stages of the COVID-19 pandemic

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Sammanfattning

This paper presents a high-frequency analysis of the Dow-30 stocks during the early stages of the COVID-19 pandemic in February and March 2020. Using a wide range of proxies for stock activity, liquidity, and volatility in 1-min resolution, the impact of the COVID-19 on the stock markets is visually assessed. To gauge the immediate effect of the COVID-19 on the Dow-30 stocks, robust descriptive statistics are used to compare variables during “normal” times in February and “ab-normal” times in March 2020. A 2-to-3-fold change in the level of the indicators and a 2-to-6-fold change in the variability of the indicators is found after the outbreak of the COVID-19 pandemic.
OriginalspråkEngelska
Referentgranskad vetenskaplig tidskriftNordic Journal of Business
Volym70
Nummer4
Sidor (från-till)309-316
ISSN2342-9003
StatusPublicerad - 19.01.2022
MoE-publikationstypA1 Originalartikel i en vetenskaplig tidskrift

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  • 512 Företagsekonomi

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