• Aena Kiran
• Dr. Vijay Gondaliya

This study focuses on analyzing the stock market behaviour of sectorial indices of the National Stock Exchange (NSE) and Bombay Stock Exchange (BSE) in India during the covid-19 era. The study used exploratory and descriptive research design to compare the pre-covid and post-covid period to understand the pandemic's effect on stock market volatility and performance. Ten Indian stock market indices are selected for analysis the stock market behaviour. Data has been collected from 2017 to 2023, covering a period that includes the pre & post of the covid-19 pandemic. Descriptive statistics, correlation analysis, and t-test techniques are used to analyze the data. Findings reveal a significant increase in volatility post-covid-19 across all indices, with a significant shift in performance. Strong positive correlations are observed among certain indices, while others exhibit more variability. The study concludes substantial shift in performance across sectorial indices of the Indian stock market following the covid-19 era, providing valuable insights for investors, policymakers, and researchers.

covid-19, stock market behaviour, indices, volatility, performance

"A Study on Stock Market Behaviour of pre-covid and post-covid era ", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.11, Issue 4, page no.c564-c571, April-2024, Available :http://www.jetir.org/papers/JETIR2404262.pdf

"A Study on Stock Market Behaviour of pre-covid and post-covid era ", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.11, Issue 4, page no. ppc564-c571, April-2024, Available at : http://www.jetir.org/papers/JETIR2404262.pdf