Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Modeling and analysis of the effect of COVID-19 on the stock price: V
  and L-shape recovery   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 period, the quality sectors start recovering from the
bottom. A stock price model has been developed during such crises based on the
net-fund-flow ($\Psi_t$) due to institutional investors, and financial
antifragility ($\phi$) of a company. We assume that during the crash, the stock
price fall is independent of the $\phi$. We study the effects of shock lengths
and $\phi$ on the stock price during the crises period using the $\Psi_t$
obtained from synthetic and real fund flow data. We observed that the
possibility of recovery of stock with $\phi>0$, termed as quality stock,
decreases with an increase in shock-length beyond a specific period. A quality
stock with higher $\phi$ shows V-shape recovery and outperform others. The
shock length and recovery period of quality stock are almost equal that is seen
in the Indian market. Financially stressed stocks, i.e., the stocks with
$\phi<0$, show L-shape recovery during the pandemic. The stock data and model
analysis shows that the investors, in uncertainty like COVID-19, invest in
quality stocks to restructure their portfolio to reduce the risk. The study may
help the investors to make the right investment decision during a crisis.

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The categories of this paper are: hep-ph
23
The categories of this paper are: solv-int
30
The categories of this paper are: q-alg
19
The categories of this paper are: eess
3
The categories of this paper are: physics
21
The categories of this paper are: adap-org
2
The categories of this paper are: math
36
The categories of this paper are: cmp-lg
22
The categories of this paper are: chao-dyn
29
The categories of this paper are: funct-an
20
The categories of this paper are: acc-phys
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
18
The categories of this paper are: econ
11
The categories of this paper are: hep-lat
8
The categories of this paper are: hep-ex