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Revisiting the impact of foreign portfolio investment on stock market performance during COVID-19 pandemic uncertainty: Evidence from India
, S. Kumar, A.O. Shareef
Published in Elsevier B.V.
2023
Volume: 10
   
Abstract
This paper re-examines the causality between stock returns and foreign portfolio investment (FPI) flows in the Indian context during the COVID-19 pandemic. Using the Covid-19 index constructed by Narayan et al. [19] and the Toda and Yamamoto Granger causality test, the study reveals that bi-directional causality runs from FPI flows to stock returns in the early period of the Covid-19 pandemic. Whereas after the peak of the pandemic, there is a unidirectional causality that runs from FPI flows to stock returns. • Bi-directional causality runs from FPI flows to stock return during the initial period of COVID. • In the second period, unidirectional causality runs from FPI flows to stock returns © 2022
About the journal
JournalMethodsX
PublisherElsevier B.V.
ISSN22150161