id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
cana-4256	Poonam Kumari Karna	Financial Market Reactions to Pandemic Shocks in Nepal: A Study of Stock Market and Banking Investments	2025	6	.pdf	application/pdf	2677	125	45	Ordinary Least Squares (OLS) regression is used in the study to evaluate the contribution of several independent factors on stock market performance. The general form of the OLS regression model is: 𝑌𝑡 = 𝛽0 + 𝛽1𝑋1𝑡 + 𝛽2𝑋2𝑡 + ⋯ + 𝛽𝑘𝑋𝑘𝑡 + 𝜖𝑡 where 𝑌𝑡 represents the dependent variable (stock market performance), 𝑋1𝑡, 𝑋2𝑡, … , 𝑋𝑘𝑡 are the independent variables (sector-specific indices, macroeconomic factors, etc), 𝛽0 is the intercept, 𝛽1, 𝛽2, … , 𝛽𝑘 are the coefficients, and 𝜖𝑡 is the error term.	cache/cana-4256.pdf	txt/cana-4256.txt