Covid-19 pandemic: Share price volatility behaviour of selected food processing companies in NSE
The Indian financial market and global markets experienced volatility due to pandemic. Estimations of volatility helps to measure the performance of the share price of the company. This paper studies about the impact of pandemic on the food processing companies listed in NSE. The objective of the pa...
Gespeichert in:
| Hauptverfasser: | , , , |
|---|---|
| Format: | Tagungsbericht |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | |
|---|---|
| container_issue | 1 |
| container_start_page | |
| container_title | |
| container_volume | 2387 |
| creator | Monika N. Priya, P. Vidhya Sundharesalingam, P. Mohanasundari, M. |
| description | The Indian financial market and global markets experienced volatility due to pandemic. Estimations of volatility helps to measure the performance of the share price of the company. This paper studies about the impact of pandemic on the food processing companies listed in NSE. The objective of the paper is to examine the level of volatility prevailing in the selected food processing companies share returns. The daily returns of the companies are collected from January 1, 2019 to November 27, 2020.the returns of the selected period is considered for this purpose. GARCH model is used to capture the volatility of the returns. Findings reveal that the high volatility is experienced during the Covid period observations. While comparing the returns of the stock, the returns are positive during the Covid period than the Pre-Covid period. Thus reflecting the bounce back from the unprecedented Covid shocks in the market. |
| doi_str_mv | 10.1063/5.0068593 |
| format | Conference Proceeding |
| fullrecord | <record><control><sourceid>proquest_scita</sourceid><recordid>TN_cdi_scitation_primary_10_1063_5_0068593</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>2590630450</sourcerecordid><originalsourceid>FETCH-LOGICAL-p2033-5b78ba161b5ebc56042eb1e293ff4d567e9f3f7110c9c7abf26f810ffa69fccf3</originalsourceid><addsrcrecordid>eNp9kE1LwzAYx4MoOKcHv0HAm9CZlyZtvMmYLzD0MAVvMU2fuIyuqU1X2Lc3MsGbp-fye_5vCF1SMqNE8hsxI0SWQvEjNKFC0KyQVB6jCSEqz1jO30_RWYwbQpgqinKCPuZh9HVGFe5MW8PW21u8WpsecNd7C3gMjRl844c9rmBtRh92PQ4OR2jADlBjF0Kd2GAhRt9-Yhu2SclDxL7Fz6vFOTpxpolw8Xun6O1-8Tp_zJYvD0_zu2XWMcJ5JqqirAyVtBJQWSFJzqCiwBR3Lq-FLEA57gpKiVW2MJVj0pWUOGekctY6PkVXB92U5WsHcdCbFLVNlpoJlaYhuSCJuj5Q0fohFQutTj23pt_rMfRa6N_1dFe7_2BK9M_cfw_8G_2Jcg0</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>conference_proceeding</recordtype><pqid>2590630450</pqid></control><display><type>conference_proceeding</type><title>Covid-19 pandemic: Share price volatility behaviour of selected food processing companies in NSE</title><source>AIP Journals Complete</source><creator>Monika N. ; Priya, P. Vidhya ; Sundharesalingam, P. ; Mohanasundari, M.</creator><contributor>Sengottian, Mothil ; Joshy, Arun ; Subramaniam, Shivaswamy Muthugounder ; Venkatachalam, Chitra Devi ; Ravichandran, Sathish Raam</contributor><creatorcontrib>Monika N. ; Priya, P. Vidhya ; Sundharesalingam, P. ; Mohanasundari, M. ; Sengottian, Mothil ; Joshy, Arun ; Subramaniam, Shivaswamy Muthugounder ; Venkatachalam, Chitra Devi ; Ravichandran, Sathish Raam</creatorcontrib><description>The Indian financial market and global markets experienced volatility due to pandemic. Estimations of volatility helps to measure the performance of the share price of the company. This paper studies about the impact of pandemic on the food processing companies listed in NSE. The objective of the paper is to examine the level of volatility prevailing in the selected food processing companies share returns. The daily returns of the companies are collected from January 1, 2019 to November 27, 2020.the returns of the selected period is considered for this purpose. GARCH model is used to capture the volatility of the returns. Findings reveal that the high volatility is experienced during the Covid period observations. While comparing the returns of the stock, the returns are positive during the Covid period than the Pre-Covid period. Thus reflecting the bounce back from the unprecedented Covid shocks in the market.</description><identifier>ISSN: 0094-243X</identifier><identifier>EISSN: 1551-7616</identifier><identifier>DOI: 10.1063/5.0068593</identifier><identifier>CODEN: APCPCS</identifier><language>eng</language><publisher>Melville: American Institute of Physics</publisher><subject>Autoregressive models ; COVID-19 ; Food processing ; Global marketing ; Pandemics ; Stochastic models ; Volatility</subject><ispartof>AIP conference proceedings, 2021, Vol.2387 (1)</ispartof><rights>Author(s)</rights><rights>2021 Author(s). Published by AIP Publishing.</rights><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://pubs.aip.org/acp/article-lookup/doi/10.1063/5.0068593$$EHTML$$P50$$Gscitation$$H</linktohtml><link.rule.ids>309,310,314,780,784,789,790,794,4512,23930,23931,25140,27924,27925,76384</link.rule.ids></links><search><contributor>Sengottian, Mothil</contributor><contributor>Joshy, Arun</contributor><contributor>Subramaniam, Shivaswamy Muthugounder</contributor><contributor>Venkatachalam, Chitra Devi</contributor><contributor>Ravichandran, Sathish Raam</contributor><creatorcontrib>Monika N.</creatorcontrib><creatorcontrib>Priya, P. Vidhya</creatorcontrib><creatorcontrib>Sundharesalingam, P.</creatorcontrib><creatorcontrib>Mohanasundari, M.</creatorcontrib><title>Covid-19 pandemic: Share price volatility behaviour of selected food processing companies in NSE</title><title>AIP conference proceedings</title><description>The Indian financial market and global markets experienced volatility due to pandemic. Estimations of volatility helps to measure the performance of the share price of the company. This paper studies about the impact of pandemic on the food processing companies listed in NSE. The objective of the paper is to examine the level of volatility prevailing in the selected food processing companies share returns. The daily returns of the companies are collected from January 1, 2019 to November 27, 2020.the returns of the selected period is considered for this purpose. GARCH model is used to capture the volatility of the returns. Findings reveal that the high volatility is experienced during the Covid period observations. While comparing the returns of the stock, the returns are positive during the Covid period than the Pre-Covid period. Thus reflecting the bounce back from the unprecedented Covid shocks in the market.</description><subject>Autoregressive models</subject><subject>COVID-19</subject><subject>Food processing</subject><subject>Global marketing</subject><subject>Pandemics</subject><subject>Stochastic models</subject><subject>Volatility</subject><issn>0094-243X</issn><issn>1551-7616</issn><fulltext>true</fulltext><rsrctype>conference_proceeding</rsrctype><creationdate>2021</creationdate><recordtype>conference_proceeding</recordtype><recordid>eNp9kE1LwzAYx4MoOKcHv0HAm9CZlyZtvMmYLzD0MAVvMU2fuIyuqU1X2Lc3MsGbp-fye_5vCF1SMqNE8hsxI0SWQvEjNKFC0KyQVB6jCSEqz1jO30_RWYwbQpgqinKCPuZh9HVGFe5MW8PW21u8WpsecNd7C3gMjRl844c9rmBtRh92PQ4OR2jADlBjF0Kd2GAhRt9-Yhu2SclDxL7Fz6vFOTpxpolw8Xun6O1-8Tp_zJYvD0_zu2XWMcJ5JqqirAyVtBJQWSFJzqCiwBR3Lq-FLEA57gpKiVW2MJVj0pWUOGekctY6PkVXB92U5WsHcdCbFLVNlpoJlaYhuSCJuj5Q0fohFQutTj23pt_rMfRa6N_1dFe7_2BK9M_cfw_8G_2Jcg0</recordid><startdate>20211101</startdate><enddate>20211101</enddate><creator>Monika N.</creator><creator>Priya, P. Vidhya</creator><creator>Sundharesalingam, P.</creator><creator>Mohanasundari, M.</creator><general>American Institute of Physics</general><scope>8FD</scope><scope>H8D</scope><scope>L7M</scope></search><sort><creationdate>20211101</creationdate><title>Covid-19 pandemic: Share price volatility behaviour of selected food processing companies in NSE</title><author>Monika N. ; Priya, P. Vidhya ; Sundharesalingam, P. ; Mohanasundari, M.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-p2033-5b78ba161b5ebc56042eb1e293ff4d567e9f3f7110c9c7abf26f810ffa69fccf3</frbrgroupid><rsrctype>conference_proceedings</rsrctype><prefilter>conference_proceedings</prefilter><language>eng</language><creationdate>2021</creationdate><topic>Autoregressive models</topic><topic>COVID-19</topic><topic>Food processing</topic><topic>Global marketing</topic><topic>Pandemics</topic><topic>Stochastic models</topic><topic>Volatility</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Monika N.</creatorcontrib><creatorcontrib>Priya, P. Vidhya</creatorcontrib><creatorcontrib>Sundharesalingam, P.</creatorcontrib><creatorcontrib>Mohanasundari, M.</creatorcontrib><collection>Technology Research Database</collection><collection>Aerospace Database</collection><collection>Advanced Technologies Database with Aerospace</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Monika N.</au><au>Priya, P. Vidhya</au><au>Sundharesalingam, P.</au><au>Mohanasundari, M.</au><au>Sengottian, Mothil</au><au>Joshy, Arun</au><au>Subramaniam, Shivaswamy Muthugounder</au><au>Venkatachalam, Chitra Devi</au><au>Ravichandran, Sathish Raam</au><format>book</format><genre>proceeding</genre><ristype>CONF</ristype><atitle>Covid-19 pandemic: Share price volatility behaviour of selected food processing companies in NSE</atitle><btitle>AIP conference proceedings</btitle><date>2021-11-01</date><risdate>2021</risdate><volume>2387</volume><issue>1</issue><issn>0094-243X</issn><eissn>1551-7616</eissn><coden>APCPCS</coden><abstract>The Indian financial market and global markets experienced volatility due to pandemic. Estimations of volatility helps to measure the performance of the share price of the company. This paper studies about the impact of pandemic on the food processing companies listed in NSE. The objective of the paper is to examine the level of volatility prevailing in the selected food processing companies share returns. The daily returns of the companies are collected from January 1, 2019 to November 27, 2020.the returns of the selected period is considered for this purpose. GARCH model is used to capture the volatility of the returns. Findings reveal that the high volatility is experienced during the Covid period observations. While comparing the returns of the stock, the returns are positive during the Covid period than the Pre-Covid period. Thus reflecting the bounce back from the unprecedented Covid shocks in the market.</abstract><cop>Melville</cop><pub>American Institute of Physics</pub><doi>10.1063/5.0068593</doi><tpages>6</tpages><oa>free_for_read</oa></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0094-243X |
| ispartof | AIP conference proceedings, 2021, Vol.2387 (1) |
| issn | 0094-243X 1551-7616 |
| language | eng |
| recordid | cdi_scitation_primary_10_1063_5_0068593 |
| source | AIP Journals Complete |
| subjects | Autoregressive models COVID-19 Food processing Global marketing Pandemics Stochastic models Volatility |
| title | Covid-19 pandemic: Share price volatility behaviour of selected food processing companies in NSE |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-06T13%3A25%3A24IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_scita&rft_val_fmt=info:ofi/fmt:kev:mtx:book&rft.genre=proceeding&rft.atitle=Covid-19%20pandemic:%20Share%20price%20volatility%20behaviour%20of%20selected%20food%20processing%20companies%20in%20NSE&rft.btitle=AIP%20conference%20proceedings&rft.au=Monika%20N.&rft.date=2021-11-01&rft.volume=2387&rft.issue=1&rft.issn=0094-243X&rft.eissn=1551-7616&rft.coden=APCPCS&rft_id=info:doi/10.1063/5.0068593&rft_dat=%3Cproquest_scita%3E2590630450%3C/proquest_scita%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=2590630450&rft_id=info:pmid/&rfr_iscdi=true |