Stock price volatility during the COVID-19 pandemic: The GARCH model

This study examined the response of stock prices on the Indonesia Stock Exchange (IDX) to COVID-19 using an event study approach and the GARCH model. The research sample is the closing price of the Composite Stock Price Index (JCI) and companies that are members of LQ-45 in the 40-day period before...

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Bibliographic Details
Main Authors: Endri Endri, Widya Aipama, A. Razak, Laynita Sari, Renil Septiano
Format: Article
Published: LLC "CPC "Business Perspectives" 2021-10-01
Series:Investment Management & Financial Innovations
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