Universal Journal of Science and Technology
Vol. 2 No. 1 (2023): March 2023

The Effects of the COVID-19 Pandemic on the Philippine Stock Exchange Index

Hoshea Jello Bartolome (University of Santo Tomas, Philippines)
Renzo Philip Bautista (University of Santo Tomas, Philippines)
Miguel Antonio Sansalian (University of Santo Tomas, Philippines)
Ronaldo Cabauatan (University of Santo Tomas, Philippines)

Article Info

Publish Date
25 Nov 2022

Abstract

This paper investigated the effects of the COVID-19 pandemic on the Philippine Stock Exchange Index from January 31, 2020 to January 31, 2022 using Robust Least Squares Regression and Augmented Dickey-Fuller (ADF). This study explored the correlation patterns between the increasing number of weekly COVID-19 infections to the Philippine Stock Exchange Index in order to determine the risk of extreme volatility in the Philippine Stock Exchange Index. Furthermore, this study examined the short and long-run effects of COVID-19 weekly infections prior to the fluctuations of the Philippine Stock Exchange Index. This article will significantly help investors understand and further analyze the effects of the pandemic on the volatility of the Philippine stock exchange index.

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Journal Info
Universal Journal of Science and Technology
Website

Abbrev

journal

Publisher

Universitas Pramita Indonesia

Subject

Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Electrical & Electronics Engineering Industrial & Manufacturing Engineering Materials Science & Nanotechnology Mechanical Engineering

Description

UJoST- Universal Journal of Science and Technology (e-ISSN: - ) is International Journal published by the Faculty of Science and Technology, University of Pramita Indonesia in 2022. We publish the original research papers, the review articles and the case studies focusing on science and technology, ...