Honors College Theses
Publication Date
11-2-2021
Major
Economics (BBA)
Release Option
Open Access
Faculty Mentor
Nicholas Mangee
Abstract
This thesis explores the effects of unscheduled events on stock market returns due to increased uncertainty. A case study is done on the Coronavirus pandemic for the dates of March 9th, 2020, through March 23rd , 2020. The findings allow for short-run and long-run narratives where long-run returns, and short-run volatility explain how the role of psychology and different forecasting strategies are used to differentiate industry outcomes and technology sector returns.
Thesis Summary
This thesis explores the effects of unscheduled events on stock market returns due to increased uncertainty. A case study is done on the Coronavirus pandemic for the dates of March 9th, 2020, through March 23rd , 2020. The findings allow for short-run and long-run narratives where long-run returns, and short-run volatility explain how the role of psychology and different forecasting strategies are used to differentiate industry outcomes and technology sector returns.
Copyright
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Recommended Citation
Durham, Nathan R., "Unscheduled Events, Stock Returns, and Market Efficiency: A COVID-19 Case Study of Industry Leaders" (2021). Honors College Theses. 661.
https://digitalcommons.georgiasouthern.edu/honors-theses/661