The effects of Covid-19 on stock returns
Tibaldi, Marcantonio (A.A. 2022/2023) The effects of Covid-19 on stock returns. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 78. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Overview of the Covid-19 pandemic and its impact on the global economy. The importance of studying the effect of Covid-19 on stock returns from an asset pricing perspective. Covid-19 pandemic and its dominant role in driving stock market volatility. The impact of news and sentiment on investor decision-making during Covid-19. The impact of Coronavirus on stock prices. The dynamics of growth expectations for dividends. Lower bound on dividend growth expectations. Estimating dividend growth expectations. Refining the valuation of the stock market through dividend strip prices. The predominance of irrationality in stock prices during the Covid-19 recession period. Risk aversion. Loss Aversion.
References
Bibliografia: pp. 66-67. Sitografia: p. 68.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Polo, Andrea |
| Academic Year: | 2022/2023 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 Jan 2024 15:21 |
| Last Modified: | 16 Jan 2024 15:21 |
| URI: | https://tesi.luiss.it/id/eprint/37587 |
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