The Impact of Covid-19 on Selected Securities Traded on NSE India: An Empirical Analysis.

This paper carries out a brief study of the impact of Covid-19 on seven indices of the Indian economy. For the analysis, risk, covariance, and Capital Market Line (CML) formulas have been applied to the same set of stocks belonging to two different time periods, i.e., pre- and post-Covid. Using these formulas and two tools, namely, the Granger Causality Test and the Augmented Dickey-Fuller Model (ADF), the impact of Covid-19 on the stocks has been analyzed. After a thorough analysis, it is concluded that the impact of the pandemic has been drastic on the selected stocks and the performance of the stocks has been highly fluctuating post Covid-19. [ABSTRACT FROM AUTHOR]