In this paper, while examining the factorical effects of COVID-19 on different layers of capital market and economy, we examine market efficiency during Corona virus pandemic, as well as correlation and relationship between capital market indicators and market efficiency with COVID-19 data in Iran. Hurst exponent is able to identify fractal dimensions of time series data in various capital market indices and COVID-19 is analyzed by using newly modified index. In addition, calculated trend indicates inefficiency during virus outbreak. Analysis of real time series data deficit in Iran from 22 February to 23 September 2020, which reveal interesting and new facts. In this paper, we use modified Hurst exponent index that is one of contribution which is a new technique and confirms output of results.

本文在考察COVID-19对资本市场和经济不同层面的因素影响的同时，考察了Corona病毒大流行期间的市场效率，以及资本市场指标与市场效率之间的相关性和关系以及COVID-19数据。伊朗。Hurst指数能够识别各种资本市场指数中时间序列数据的分形维数，并使用新修改的指数来分析COVID-19。此外，计算得出的趋势表明病毒爆发期间效率低下。对2020年2月22日至9月23日伊朗实时数据不足的分析，揭示了有趣的新事实。在本文中，我们使用修正的赫斯特指数指数，该指数是一项新技术，是对成果的一种贡献，并确认了结果的输出。