The relationship of stock returns with systematic risk in the ASEAN-5 Region: A panel data approach analysis of the relationship prior to and during the COVID-19 pandemic

• Main Authors: Banaag, Wren Angelo Encarnacion, De Guzman, Maxinne Vaughn Julia Catoto, Luces, Kassandra Mari Banawa
• Format: text
• Language: English
• Published: Animo Repository 2021
• Subjects: Stocks—Southeast Asia > Rate of return; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etdb_finman/11; https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1015/viewcontent/banaag2.pdf
• Institution: De La Salle University

The relationship between stock returns and systematic risk before and during the COVID-19 epidemic is investigated in this study. The samples will be indexed stocks from the ASEAN-5 countries' respective stock markets from January 2010 to December 2019, which corresponds to the pre-pandemic era...