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Cases, Deaths, Stringency Indexes And Indian Financial Market — Empirical Evidence During Covid-19 Pandemic

Author

Listed:
  • SHAILAJA KHENI

    (Department of Management Studies, PG Center, Visvesvarayya Technological University, Kalaburagi, Karnataka, India)

  • SANTOSH KUMAR

    (Department of Management Studies, H.K.E Society’s S.L.N. College of Engineering, Raichur, Karnataka, India)

Abstract

The primary motive of the present study is to investigate the effect of COVID-19 pandemic on the Indian financial market. In this paper, we explain financial market volatility through stock market indices due to changes in the total number of COVID-19 cases, deaths and stringency index over a study period. The results of the study show that there exists a significant relationship between the total number of confirmed cases, total deceased due to COVID-19, and the country’s response towards pandemic i.e., stringency index and considered stock indices of Indian financial market. For the proposed analysis, we use ordinary least square regression models with residual diagnosis.

Suggested Citation

  • Shailaja Kheni & Santosh Kumar, 2021. "Cases, Deaths, Stringency Indexes And Indian Financial Market — Empirical Evidence During Covid-19 Pandemic," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 16(02), pages 1-13, June.
    • Handle: RePEc:wsi:afexxx:v:16:y:2021:i:02:n:s2010495221500093
    DOI: 10.1142/S2010495221500093
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    Cited by:

    1. Yu, Xiaoling & Xiao, Kaitian, 2023. "COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective," Finance Research Letters, Elsevier, vol. 53(C).

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