Honors College Theses

Publication Date

11-2-2021

Major

Economics (BBA)

Document Type and Release Option

Thesis (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.

Included in

Finance Commons

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