Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Volatility in Indian stock markets during COVID-19: An analysis of equity investment strategies Subject The topic of the resource BSE; COVID-19; Equity Investment Strategies; GARCH; India; Indian Stock Market Performance Description An account of the resource The aim of the paper is to evaluate the impact of novel COVID-19 on the returns and volatility of Indian stock markets with special reference to equity investment strategies of the Bombay Stock Exchange. For the purpose of evaluating the impact, the study has applied GARCH. The research has considered a time frame from March 2015 to January 2021. Prior to implementing GARCH model, pre-estimation tests (i.e., augmented Dickey-Fuller and ARCH-Lagrange multiplier) were conducted. Outcomes clearly indicate that the returns during the crisis for all the strategy indices have been negative, which means that the COVID-19 outbreak resulted in massive losses. Additionally, 'during crisis' period showed an increase in volatility for all the strategy indices depicting that the pandemic has a long-lasting effect and will take time to fade off. This research will help the investors in the investment decision process by giving them insights about the different strategies. 2021. Creator An entity primarily responsible for making the resource Gupta K.; Das S.; Gupta K. Source A related resource from which the described resource is derived International Journal of Business Analytics, Vol-9, No. 1, pp. 1-16. Publisher An entity responsible for making the resource available IGI Global Date A point or period of time associated with an event in the lifecycle of the resource 2022-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.4018/IJBAN.288512" target="_blank" rel="noreferrer noopener">https://doi.org/10.4018/IJBAN.288512</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85116170858&amp;doi=10.4018%2FIJBAN.288512&amp;partnerID=40&amp;md5=79e20ddd320e79f181bfed58e0b9c937" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85116170858&amp;doi=10.4018%2fIJBAN.288512&amp;partnerID=40&amp;md5=79e20ddd320e79f181bfed58e0b9c937</a> Rights Information about rights held in and over the resource All Open Access; Hybrid Gold Open Access Relation A related resource ISSN: 23344547 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Gupta K., Amity University, Noida, India; Das S., Christ University (Deemed), India; Gupta K., Symbiosis International University (Deemed), India