Yang Hou

TL;DR: In this paper, the authors show that the existence of sharp, dynamic and new correlations between companies related to the term "corona", outside of pre-existing interrelationships.

TL;DR: In this paper, the authors used Chinese-developed data based on long-standing influenza indices, and the more recently developed coronavirus and face mask indices, to test for the presence of volatility spillovers from Chinese financial markets upon a broad number of traditional financial assets during the outbreak of the COVID-19 pandemic.

TL;DR: In this paper, the impact of the CSI 300 index futures on the underlying spot market in terms of feedback trading model was examined and a univariate AR-GJR-GARCH-M model was employed for the analysis.

TL;DR: Wang et al. as mentioned in this paper examined the information transmission between the S&P 500 and the CSI 300 index futures markets and found that news from one market significantly affects the volatilities of open prices of the other and the impact from U.S. to China is stronger than the other way round.

TL;DR: The authors found that domestic investors recognized the dangers associated with the COVID-19 pandemic far in advance of the rest of the world, suggesting that the severity of domestically-reported Chinese news was not appropriately recognized by international investors.