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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 to capture the price dynamics during shock and recovery phases of such crisis. The main variable and parameter of the model are the net fund flow (Ψ t) due to institutional investors, and financial antifragility (ϕ) of a company, respectively. We assume that during the crash, the stock price fall is independent of the ϕ. We study the effects of shock length (T S) and ϕ on the stock price during the crisis period using the Ψ t obtained from both the synthetic fund flow data and real fund flow data. We observed that the possibility of recovery of stock with ϕ> 0, termed as quality stock, decreases with an increase in T S beyond a specific period. A …