To what Extent does COVID-19 Affect Egyptian EGX30 and SMES' Firm Value Using GARCH Models?
| المصدر: | المجلة العلمية للدراسات التجارية والبيئية |
|---|---|
| الناشر: | جامعة قناة السويس - كلية التجارة بالاسماعيلية |
| المؤلف الرئيسي: | Soliman, Hebatallah A. (Author) |
| مؤلفين آخرين: | Ahmed, Hussien (Co-Author), El-Halaby, Sherif Ismail (Co-Author) |
| المجلد/العدد: | مج13, ع1 |
| محكمة: | نعم |
| الدولة: |
مصر |
| التاريخ الميلادي: |
2022
|
| الشهر: | يناير |
| الصفحات: | 28 - 71 |
| DOI: |
10.21608/jces.2022.231828 |
| ISSN: |
2090-3782 |
| رقم MD: | 1277810 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
COVID-19 | Firm Value | SMEs TAMAYUZ | EGX30 | GARCH and Egypt
|
| رابط المحتوى: |
عدد مرات التحميل
8
| المستخلص: |
Through a comparison of Small and Medium Enterprises (SMEs) and listed firms on the Egyptian stock exchange, this research seeks to determine the effects of COVID 19 on the firm value (FV) for SMEs and the EGX 30 index through the period January 12, 2020, to December 31, 2021. We used a Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model to estimate the volatility of the stock returns. Empirical results find that the EGX30 index began to show relative stability by the end of 2020, while the TAMAYUZ index for medium and small enterprises is high volatility. Our findings demonstrate the differing effects of government activities during the epidemic on the two indicators (EGX 30 and TAMAYUZ). |
|---|---|
| ISSN: |
2090-3782 |
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