The COVID-19 Beta Effect, An Empirical Study in Palestine
نویسندگان
چکیده
This study attempts to investigate the impact of COVID-19 pandemic on systematic risks measured by beta in Palestine Exchange during period from January, 2018, March, 2021, using Wilcoxon statistical test tool. The consists 12 Palestinian public companies listed PEX, companies' betas were estimated before and after occurrence pandemic, 20 March 2020, results show that there is no significant difference between risk (β) Keywords: COVID-19,Beta, Exchange, Systematic Risk DOI: 10.7176/RJFA/12-22-04 Publication date: November 30th 2021
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ژورنال
عنوان ژورنال: Research Journal of Finance and Accounting
سال: 2021
ISSN: ['2222-1697', '2222-2847']
DOI: https://doi.org/10.7176/rjfa/12-22-04