https://socictopen.socict.org/files/original/39de80fccc34828847b4fbecf9b5b5f1.pdf 4774dd76d7a7f3484314e2ca18a33e91 Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Coronavirus Description An account of the resource Dominio científico: Coronavirus Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource The performance of the Indian stock market during COVID-19 Creator An entity primarily responsible for making the resource Rashmi Chaudhary, Priti Bakhshi, Hemendra Gupta Description An account of the resource The current empirical study attempts to analyze the impact of COVID-19 on the performance of the Indian stock market concerning two composite indices (BSE 500 and BSE Sensex) and eight sectoral indices of Bombay Stock Exchange (BSE) (Auto, Bankex, Consumer Durables, Capital Goods, Fast Moving Consumer Goods, Health Care, Information Technology, and Realty) of India, and compare the composite indices of India with three global indexes S&P 500, Nikkei 225, and FTSE 100. The daily data from January 2019 to May 2020 have been considered in this study. GLS regression has been applied to assess the impact of COVID-19 on the multiple measures of volatility, namely standard deviation, skewness, and kurtosis of all indices. All indices’ key findings show lower mean daily return than specific, negative returns in the crisis period compared to the pre-crisis period. The standard deviation of all the indices has gone up, the skewness has become negative, and the kurtosis values are exceptionally large. The relation between indices has increased during the crisis period. The Indian stock market depicts roughly the same standard deviation as the global markets but has higher negative skewness and higher positive kurtosis of returns, making the market seem more volatile. Date A point or period of time associated with an event in the lifecycle of the resource 2020 Subject The topic of the resource coronavirus, Volatility, Crisis Period, higher moments, gls regression Identifier An unambiguous reference to the resource within a given context 10.21511/imfi.17(3).2020.11 Source A related resource from which the described resource is derived Investment Management & Financial Innovations Publisher An entity responsible for making the resource available LLC CPC "Business Perspectives"" Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Finance