Revisiting the impact of foreign portfolio investment on stock market performance during COVID-19 pandemic uncertainty: Evidence from India

This paper re-examines the causality between stock returns and foreign portfolio investment (FPI) flows in the Indian context during the COVID-19 pandemic. Using the Covid-19 index constructed by Narayan et al. [19] • Bi-directional causality runs from FPI flows to stock return during the initial pe...

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Autores principales: Prabheesh, K.P., Kumar, Sanjiv, Shareef, Ameen Omar
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2022
Materias:
Method Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9797219/
https://www.ncbi.nlm.nih.gov/pubmed/36593928
http://dx.doi.org/10.1016/j.mex.2022.101988
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author Prabheesh, K.P.
Kumar, Sanjiv
Shareef, Ameen Omar
author_facet Prabheesh, K.P.
Kumar, Sanjiv
Shareef, Ameen Omar
author_sort Prabheesh, K.P.
collection PubMed
description This paper re-examines the causality between stock returns and foreign portfolio investment (FPI) flows in the Indian context during the COVID-19 pandemic. Using the Covid-19 index constructed by Narayan et al. [19] • Bi-directional causality runs from FPI flows to stock return during the initial period of COVID. • In the second period, unidirectional causality runs from FPI flows to stock returns.
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spelling pubmed-97972192022-12-29 Revisiting the impact of foreign portfolio investment on stock market performance during COVID-19 pandemic uncertainty: Evidence from India Prabheesh, K.P. Kumar, Sanjiv Shareef, Ameen Omar MethodsX Method Article This paper re-examines the causality between stock returns and foreign portfolio investment (FPI) flows in the Indian context during the COVID-19 pandemic. Using the Covid-19 index constructed by Narayan et al. [19] • Bi-directional causality runs from FPI flows to stock return during the initial period of COVID. • In the second period, unidirectional causality runs from FPI flows to stock returns. Elsevier 2022-12-29 /pmc/articles/PMC9797219/ /pubmed/36593928 http://dx.doi.org/10.1016/j.mex.2022.101988 Text en © 2022 Published by Elsevier B.V. https://creativecommons.org/licenses/by/4.0/This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
spellingShingle Method Article
Prabheesh, K.P.
Kumar, Sanjiv
Shareef, Ameen Omar
Revisiting the impact of foreign portfolio investment on stock market performance during COVID-19 pandemic uncertainty: Evidence from India
title Revisiting the impact of foreign portfolio investment on stock market performance during COVID-19 pandemic uncertainty: Evidence from India
title_full Revisiting the impact of foreign portfolio investment on stock market performance during COVID-19 pandemic uncertainty: Evidence from India
title_fullStr Revisiting the impact of foreign portfolio investment on stock market performance during COVID-19 pandemic uncertainty: Evidence from India
title_full_unstemmed Revisiting the impact of foreign portfolio investment on stock market performance during COVID-19 pandemic uncertainty: Evidence from India
title_short Revisiting the impact of foreign portfolio investment on stock market performance during COVID-19 pandemic uncertainty: Evidence from India
title_sort revisiting the impact of foreign portfolio investment on stock market performance during covid-19 pandemic uncertainty: evidence from india
topic Method Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9797219/
https://www.ncbi.nlm.nih.gov/pubmed/36593928
http://dx.doi.org/10.1016/j.mex.2022.101988
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