CovidFranceV1, Main, Exploration, bibRecord, 000876

Price reaction, volatility timing and funds' performance during Covid-19.

Identifieur interne : 000876 ( Main/Exploration ); précédent : 000875; suivant : 000877

Price reaction, volatility timing and funds' performance during Covid-19.

Auteurs : Nawazish Mirza [France] ; Bushra Naqvi [Pakistan] ; Birjees Rahat [France] ; Syed Kumail Abbas Rizvi [Pakistan]

Source :

Finance research letters [ 1544-6131 ] ; 2020.

RBID : pubmed:32837369

Abstract

In this paper we assess the price reaction, performance and volatility timing of European investment funds during the outbreak of Covid-19. We analyze the time period between January and June 2020 and demonstrate that while most of the investment funds exhibit stressed performance, social entrepreneurship funds endured resilience. This performance remained robust during the various stages of evolution of this contagion. The social funds also demonstrated volatility timing that was absent for most of their counterparts. We attribute the overall stability of these funds to their niche investments in social enterprises that specialize in providing innovative solutions for social issues.

DOI: 10.1016/j.frl.2020.101657
PubMed: 32837369
PubMed Central: PMC7301103

Affiliations:

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Le document en format XML

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Price reaction, volatility timing and funds' performance during Covid-19.

Price reaction, volatility timing and funds' performance during Covid-19.

Source :

Abstract

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