Covid-19 пандемиясының Тегеран қор биржасына әсерін бағалау

Коронавирустық инфекция Covid-19 қор нарықтарына әсері туралы алдыңғы зерттеулер дамыған елдерге бағытталған болса, бұл зерттеу коронавирустық инфекция Covid-19 пандемиясының Иран қор биржасының дамып келе жатқан нарығына әсерін зерттеуге бағытталған. Зерттеу үлгісіне Тегеран қор биржасында (TҚБ) тіркелген 245 компания кірді. Бұл зерттеу 2020 жылдың 12 және 26 ақпаны аралығындағы коронавирустық инфекция Covid-19 акцияларының өнімділігіне әсерін бағалау үшін панельдік деректер регрессия үлгілерін пайдаланады. Зерттеу нәтижелері Ирандағы коронавирус індеті туралы хабарландыру қор нарығында қалыптан тыс өсуді тудырмағанын көрсетті. Пандемияның әртүрлі салаларға әсерін талдай отырып, банктердің, металлургиялық компаниялардың және фармацевтикалық компаниялардың үш тобын қоспағанда, басқа секторлар жаңалықтарға ерекше реакция көрсетпегені атап өтілді. Талқылау және қорытынды: Бұл зерттеудің нәтижелері TҚБ нарықтық тиімділігінің төмендігін көрсетеді. TҚБ елдегі макро айнымалыларға тәуелді екенін ескере отырып, біз Иранның металл өнеркәсібі әлемдік металдар нарығымен жақындасып жатқанын анықтадық. Болашақ зерттеулер мен салдарлар: Инвесторлар болашақ зерттеулер үшін жаңа тақырыптар ашатын болат өнеркәсібіне әсер ететін халықаралық оқиғаларға назар аударуы керек. Короновирустың капитал нарығына ұзақ мерзімді әсерін одан әрі зерттеу үшін болашақ зерттеулер GARCH сияқты модельдерді пайдалануды ұсынады.

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