The Effect of the COVID-19 Pandemic on Stock Prices with the Event Window Approach: A Case Study of State Gas Companies, in the Energy Sector
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Cited by:
- Supriyanto Supriyanto & Suripto Suripto & Arif Sugiono & Putri Irmala Sari, 2021. "Impact of Oil Prices and Stock Returns: Evidence of Oil and Gas Mining Companies in Indonesia during the COVID-19 Period," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 312-318.
- Supriyanto, 2022. "The Effect of Investment Risk, Macroeconomics on Stock Prices in IPO Companies during the Covid-19 Pandemic," GATR Journals afr209, Global Academy of Training and Research (GATR) Enterprise.
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More about this item
Keywords
Stock Price; Heteroscedasticity; GARCH Model; Event Window;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- O42 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Monetary Growth Models
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
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