IDEAS home Printed from https://ideas.repec.org/h/spr/advbcp/978-94-6463-441-9_5.html

Evaluating the Impact of the Pandemic on the US Agriculture Industry based on Fama-French 5-factor Pricing Model

In: Proceedings of the 2023 International Conference on Economic Management, Financial Innovation and Public Service (EMFIPS 2023)

Author

Listed:
  • Da Wei

    (Shenzhen College of International Education)

Abstract

Covid-19 has unprecedentedly influenced industries in the global area, and this paper studies the significance of Covid-19 in impacting the agriculture industry in the USA. The paper collects data from Kenneth. French-Data library dividing the data into four stages, and the Fama-French 5-factor pricing model involves the process of data analysis. According to the result obtained from the multiple linear regression, the coefficient of market risk remained significant throughout the period observed, the coefficient of SMB turned out insignificant after the pandemic, the coefficient of HML only remained significant at the point of breakout and during the pandemic, the coefficient of RMW remained in insignificance all the time, and the coefficient of CMA turned out insignificance since the breakout of Covid-19. Therefore, Covid-19 did not significantly influence the agriculture industry in the USA.

Suggested Citation

  • Da Wei, 2024. "Evaluating the Impact of the Pandemic on the US Agriculture Industry based on Fama-French 5-factor Pricing Model," Advances in Economics, Business and Management Research, in: Peng Dou & Keying Zhang (ed.), Proceedings of the 2023 International Conference on Economic Management, Financial Innovation and Public Service (EMFIPS 2023), pages 40-49, Springer.
    • Handle: RePEc:spr:advbcp:978-94-6463-441-9_5
    DOI: 10.2991/978-94-6463-441-9_5
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:advbcp:978-94-6463-441-9_5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.