The effects of Covid-19 on the performance of the shares of B3´s sectors

Detalhes bibliográficos
Autor(a) principal: Caldas, Antonio Vinicius Silva
Data de Publicação: 2021
Outros Autores: Silva, Emerson de Sousa, Silva Júnior, Antonio Franscisco de Almeida, Cruz, Ulysses de Brito
Tipo de documento: Artigo
Idioma: eng
por
Título da fonte: Contextus (Fortaleza. Online)
Texto Completo: http://periodicos.ufc.br/contextus/article/view/60146
Resumo: This work has aimed at verifying the behavior of the productive sectors of B3 during the Covid-19 pandemic, considering the period from January 2nd to May 12th, 2020. This descriptive and quantitative research has analyzed the average monthly return and the traded quatities of 55 sectors. The techniques used in the data analysis were: cluster analysis, difference in differences, and the tests of randomness, normality, and serial correlation. It was concluded that Covid-19 affected the groups differently, one of which behaved as a market with weak efficiency. The study contributes as an empirical finding that the sectors that makeup B3 showed different behaviors in the face of the pandemic in the new coronavirus.
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spelling The effects of Covid-19 on the performance of the shares of B3´s sectorsLos efectos de Covid-19 en el desempeño de las acciones de los sectores de B3Os efeitos da Covid-19 sobre os desempenhos das ações dos setores da B3B3Covid-19clustersreturnstraded quantityB3Covid-19aglomeracionesretornocantidad negociadaB3Covid-19clustersretornosquantidade negociadaThis work has aimed at verifying the behavior of the productive sectors of B3 during the Covid-19 pandemic, considering the period from January 2nd to May 12th, 2020. This descriptive and quantitative research has analyzed the average monthly return and the traded quatities of 55 sectors. The techniques used in the data analysis were: cluster analysis, difference in differences, and the tests of randomness, normality, and serial correlation. It was concluded that Covid-19 affected the groups differently, one of which behaved as a market with weak efficiency. The study contributes as an empirical finding that the sectors that makeup B3 showed different behaviors in the face of the pandemic in the new coronavirus.Este trabajo tuvo como objetivo verificar el comportamiento de los sectores productivos de B3 durante la pandemia Covid-19, considerando el período del 2 de enero al 12 de mayo de 2020. Esta investigación descriptiva y cuantitativa analizó el retorno mensual promedio y el volumen negociado de 55 sectores. Las técnicas utilizadas en el análisis de datos fueron: análisis de conglomerados, diferencia en diferencias y las pruebas de aleatoriedad, normalidad y correlación serial. Se concluyó que Covid-19 afectó a los grupos de manera diferente, uno de los cuales se comportó como un mercado con poca eficiencia. El estudio aportó como hallazgo empírico que los sectores que componen B3 mostraron comportamientos diferentes ante la pandemia en el nuevo coronavirus.Este trabalho teve como objetivo verificar o comportamento dos setores produtivos da B3 durante a pandemia de Covid-19, considerando o período de 2 de janeiro a 12 de maio de 2020. Esta pesquisa descritiva e quantitativa analisou o retorno médio mensal e o volume negociado de 55 setores. As técnicas utilizadas na análise dos dados foram: análise de clusters, diferença em diferenças e os testes de randomicidade, normalidade e correlação serial. Concluiu-se que a Covid-19 afetou os grupos de maneira diversa, sendo que um deles se comportou como um mercado de eficiência fraca. O estudo traz como contribuição a constatação empírica de que os setores que compõem a B3 apresentaram comportamentos distintos diante da pandemia no novo coronavírus.FEAAC/UFC2021-01-25info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfapplication/pdfapplication/ziphttp://periodicos.ufc.br/contextus/article/view/6014610.19094/contextus.2021.60146Contextus - Contemporary Journal of Economics and Management; Vol 19: jan/dec 2021; 15-28Contextus – Revista Contemporánea de Economía y Gestión; Vol. 19: jan/dez 2021; 15-28Contextus – Revista Contemporânea de Economia e Gestão; v. 19: jan/dez 2021; 15-282178-92581678-2089reponame:Contextus (Fortaleza. Online)instname:Universidade Federal do Ceará (UFC)instacron:UFCengporhttp://periodicos.ufc.br/contextus/article/view/60146/165461http://periodicos.ufc.br/contextus/article/view/60146/165462http://periodicos.ufc.br/contextus/article/view/60146/196877http://periodicos.ufc.br/contextus/article/view/60146/196878http://periodicos.ufc.br/contextus/article/view/60146/196879http://periodicos.ufc.br/contextus/article/view/60146/196880Copyright (c) 2021 Revista: apenas para a 1a. publicaçãohttp://creativecommons.org/licenses/by-nc/4.0info:eu-repo/semantics/openAccessCaldas, Antonio Vinicius Silva Silva, Emerson de SousaSilva Júnior, Antonio Franscisco de AlmeidaCruz, Ulysses de Brito2022-02-08T12:38:24Zoai:periodicos.ufc:article/60146Revistahttp://periodicos.ufc.br/contextusPUBhttp://periodicos.ufc.br/contextus/oairevistacontextus@ufc.br2178-92581678-2089opendoar:2022-02-08T12:38:24Contextus (Fortaleza. Online) - Universidade Federal do Ceará (UFC)false
dc.title.none.fl_str_mv The effects of Covid-19 on the performance of the shares of B3´s sectors
Los efectos de Covid-19 en el desempeño de las acciones de los sectores de B3
Os efeitos da Covid-19 sobre os desempenhos das ações dos setores da B3
title The effects of Covid-19 on the performance of the shares of B3´s sectors
spellingShingle The effects of Covid-19 on the performance of the shares of B3´s sectors
Caldas, Antonio Vinicius Silva
B3
Covid-19
clusters
returns
traded quantity
B3
Covid-19
aglomeraciones
retorno
cantidad negociada
B3
Covid-19
clusters
retornos
quantidade negociada
title_short The effects of Covid-19 on the performance of the shares of B3´s sectors
title_full The effects of Covid-19 on the performance of the shares of B3´s sectors
title_fullStr The effects of Covid-19 on the performance of the shares of B3´s sectors
title_full_unstemmed The effects of Covid-19 on the performance of the shares of B3´s sectors
title_sort The effects of Covid-19 on the performance of the shares of B3´s sectors
author Caldas, Antonio Vinicius Silva
author_facet Caldas, Antonio Vinicius Silva
Silva, Emerson de Sousa
Silva Júnior, Antonio Franscisco de Almeida
Cruz, Ulysses de Brito
author_role author
author2 Silva, Emerson de Sousa
Silva Júnior, Antonio Franscisco de Almeida
Cruz, Ulysses de Brito
author2_role author
author
author
dc.contributor.author.fl_str_mv Caldas, Antonio Vinicius Silva
Silva, Emerson de Sousa
Silva Júnior, Antonio Franscisco de Almeida
Cruz, Ulysses de Brito
dc.subject.por.fl_str_mv B3
Covid-19
clusters
returns
traded quantity
B3
Covid-19
aglomeraciones
retorno
cantidad negociada
B3
Covid-19
clusters
retornos
quantidade negociada
topic B3
Covid-19
clusters
returns
traded quantity
B3
Covid-19
aglomeraciones
retorno
cantidad negociada
B3
Covid-19
clusters
retornos
quantidade negociada
description This work has aimed at verifying the behavior of the productive sectors of B3 during the Covid-19 pandemic, considering the period from January 2nd to May 12th, 2020. This descriptive and quantitative research has analyzed the average monthly return and the traded quatities of 55 sectors. The techniques used in the data analysis were: cluster analysis, difference in differences, and the tests of randomness, normality, and serial correlation. It was concluded that Covid-19 affected the groups differently, one of which behaved as a market with weak efficiency. The study contributes as an empirical finding that the sectors that makeup B3 showed different behaviors in the face of the pandemic in the new coronavirus.
publishDate 2021
dc.date.none.fl_str_mv 2021-01-25
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://periodicos.ufc.br/contextus/article/view/60146
10.19094/contextus.2021.60146
url http://periodicos.ufc.br/contextus/article/view/60146
identifier_str_mv 10.19094/contextus.2021.60146
dc.language.iso.fl_str_mv eng
por
language eng
por
dc.relation.none.fl_str_mv http://periodicos.ufc.br/contextus/article/view/60146/165461
http://periodicos.ufc.br/contextus/article/view/60146/165462
http://periodicos.ufc.br/contextus/article/view/60146/196877
http://periodicos.ufc.br/contextus/article/view/60146/196878
http://periodicos.ufc.br/contextus/article/view/60146/196879
http://periodicos.ufc.br/contextus/article/view/60146/196880
dc.rights.driver.fl_str_mv Copyright (c) 2021 Revista: apenas para a 1a. publicação
http://creativecommons.org/licenses/by-nc/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2021 Revista: apenas para a 1a. publicação
http://creativecommons.org/licenses/by-nc/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
application/zip
dc.publisher.none.fl_str_mv FEAAC/UFC
publisher.none.fl_str_mv FEAAC/UFC
dc.source.none.fl_str_mv Contextus - Contemporary Journal of Economics and Management; Vol 19: jan/dec 2021; 15-28
Contextus – Revista Contemporánea de Economía y Gestión; Vol. 19: jan/dez 2021; 15-28
Contextus – Revista Contemporânea de Economia e Gestão; v. 19: jan/dez 2021; 15-28
2178-9258
1678-2089
reponame:Contextus (Fortaleza. Online)
instname:Universidade Federal do Ceará (UFC)
instacron:UFC
instname_str Universidade Federal do Ceará (UFC)
instacron_str UFC
institution UFC
reponame_str Contextus (Fortaleza. Online)
collection Contextus (Fortaleza. Online)
repository.name.fl_str_mv Contextus (Fortaleza. Online) - Universidade Federal do Ceará (UFC)
repository.mail.fl_str_mv revistacontextus@ufc.br
_version_ 1798045753352912896

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