21 citations · 70 across the 7 of their papers we have counts for
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q-fin.ST2020★ 3 cited
Statistical properties of the aftershocks of stock market crashes revisited: Analysis based on the 1987 crash, financial-crisis-2008 and COVID-19 pandemic
Anish Rai, Ajit Mahata, Md Nurujjaman +1
During any unique crisis, panic sell-off leads to a massive stock market crash that may continue for more than a day, termed as mainshock. The effect of a mainshock in the form of…
q-fin.ST2020★ 21 cited
Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery
Ajit Mahata, Anish rai, Om Prakash +1
The emergence of the COVID-19 pandemic, a new and novel risk factor, leads to the stock price crash due to the investors' rapid and synchronous sell-off. However, within a short pe…