A study of the psychological effect of Covid-19 on stock prices

Costantini, Marco (A.A. 2019/2020) A study of the psychological effect of Covid-19 on stock prices. Tesi di Laurea in Financial statement analysis, Luiss Guido Carli, relatore Saverio Bozzolan, pp. 63. [Master's Degree Thesis]

[img]
Preview
PDF (Full text)
Download (1MB) | Preview

Abstract/Index

The path towards the development of the prospect theory and the main heuristics for the behavioral analysis of the stock market amidst Covid-19. The various steps towards the development of the prospect theory. Alternative explanations of the stock market crisis during the Covid-19 period. The predominance of irrationality in stock prices during the Covid-19 recession period. Portfolio composition and optimization in Python. Comparative analysis by group based on issuer credit rating. Comparative analysis by group based on issuer credit rating over time. Sectorial analysis of the different groups to identify a possible source of disturbance to the analysis. Final remarks.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Outstanding Thesis: Department of Business and Management
Chair: Financial statement analysis
Thesis Supervisor: Bozzolan, Saverio
Thesis Co-Supervisor: Magnanelli, Barbara Sveva
Academic Year: 2019/2020
Session: Autumn
Additional Information: La tesi è vincitrice del Premio "Tesi d'Eccellenza" 2019/2020 ed è pubblicata online dalla Luiss University Press nella collana Working Paper.
Deposited by: Alessandro Perfetti
Date Deposited: 28 Apr 2021 12:11
Last Modified: 14 Jul 2021 09:21
URI: https://tesi.luiss.it/id/eprint/29242

Downloads

Downloads per month over past year

Repository Staff Only

View Item View Item