Revisiting the impact of foreign portfolio investment on stock market performance during COVID-19 pandemic uncertainty: Evidence from India.

K P Prabheesh, Sanjiv Kumar, Ameen Omar Shareef

Abstract read

In one paragraph

Article in MethodsX, 2023. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 2 papers.

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0cells of the map it votes in

2citing papers in PubMed

–field-weighted citation impact

1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

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Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

2 citing papers in PubMed.

Methodology for examining the relationship between oil rent and crude oil production: Evidence from Cameroon.MethodsX · 2023
Article
Unravelling the dynamics of human development and economic growth on crude oil production based on ARDL and NARDL models.MethodsX · 2023
Article

4 · The record

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PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

3 authors.

K P PrabheeshDept. of Liberal Arts, Indian Institute of Technology, Hyderabad, Kandi, Sangareddy, Telangana 502285, India.

Sanjiv KumarDept. of Liberal Arts, Indian Institute of Technology, Hyderabad, Kandi, Sangareddy, Telangana 502285, India.

Ameen Omar ShareefDept. of Liberal Arts, Indian Institute of Technology, Hyderabad, Kandi, Sangareddy, Telangana 502285, India.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

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.

Indexed as

COVID-19-uncertaintyForeign portfolio investmentStock returns

Identifiers

PMID36593928

DOI10.1016/j.mex.2022.101988

PMCPMC9797219

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