Is there a pattern in how COVID-19 has affected Australia’s stock returns?

Paresh Kumar Narayan, Qiang Gong and Huson Joher Ali Ahmed

Applied Economics Letters, 2022, vol. 29, issue 3, 179-182

Abstract: Coronavirus pandemic (COVID-19) has had a dramatic effect on global stock markets. In this article, we mount an investigation on how COVID-19 has impacted the Australian stock market returns. Using a quantile regression framework, the pattern of the effect we unravel is that COVID-19 has had a heterogeneous effect on sectors of the market, with health, information technology and consumer staples gaining.

Date: 2022
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DOI: 10.1080/13504851.2020.1861190

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