University of Twente Student Theses
The impact of COVID-19 on the Dutch stock market
Nijhuis, M.J.H. (2024) The impact of COVID-19 on the Dutch stock market.
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| Abstract: | This paper studies the impact of the COVID-19 pandemic on the Dutch stock market. By calculating abnormal returns, based on both the CAPM and FF models, the study compares the performance of the three Dutch stock indices to those of the global market index, after three COVID-19 related events. The findings based on the CAPM model show that the Dutch stock market was negatively impacted by the pandemic, and this impact was most significant closely after the events. However, the findings based on the FF model show no significant negative impact of COVID-19 on the Dutch stock market. |
| Item Type: | Essay (Master) |
| Faculty: | BMS: Behavioural, Management and Social Sciences |
| Subject: | 83 economics |
| Programme: | Business Administration MSc (60644) |
| Link to this item: | https://purl.utwente.nl/essays/99920 |
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