The aim of the study is to investigate how the share prices of food and fashion companies listed on the Stockholm Stock Exchange OMX have changed from when Covid-19 started until end of April 2020, by studying how stock price, volatility and expected return have affected the development of the stock. Using the financial theories of CAPM model and volatility, we investigate how the stock market has developed during the pre-Covid-19 period in comparison to the period when Covid19 is ongoing. Our results show that the volatility increased a lot after the virus burst out and that the expected return changed to higher and more frequent fluctuations. We also compare the two industries showing that the food industry changed less during the post-Covid-19 compared to the fashion industry.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:du-34376 |
| Date | January 2020 |
| Creators | Sömskar, Alexandra, Zapolskaia, Zlata |
| Publisher | Högskolan Dalarna, Nationalekonomi, Högskolan Dalarna, Nationalekonomi |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
Page generated in 0.0012 seconds