Stock markets’ reaction to COVID-19: Cases or fatalities?
TLDR
In this paper, the authors examined the stock markets' response to the COVID-19 pandemic and found negative market reaction was strong during early days of confirmed cases and then between 40 and 60 days after the initial confirmed cases.About:
This article is published in Research in International Business and Finance.The article was published on 2020-05-23 and is currently open access. It has received 774 citations till now. The article focuses on the topics: Stock market & Stock (geology).read more
Citations
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Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets
TL;DR: In this article, the authors examined the expected economic impact of government actions by analyzing the effect of such actions on stock market returns using daily data from January 22 to April 17, 2020 from 77 countries.
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COVID-19 and the United States financial markets' volatility.
TL;DR: It is suggested that the prolongation of the coronavirus pandemic is an important source of financial volatility, challenging the risk management activity.
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COVID-19 and stock market volatility: An industry level analysis.
TL;DR: Results show that volatility is affected by specific economic indicators and is sensitive to COVID-19 news, which indicates a negativity bias in the regime change from lower to higher volatility identified with a Markov Switching AR model.
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Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results
TL;DR: The authors provided some preliminary estimates about the behavior of oil-stock nexus during the COVID-19 pandemic and found that stock markets may experience greater initial and prolonged impacts of own and cross shocks during the pandemic than the period before it.
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The impact of the COVID-19 lockdown on stock market performance: evidence from Vietnam
Dao Le Trang Anh,Christopher Gan +1 more
TL;DR: In this paper, the effects of the COVID-19 outbreak and its following lockdown on daily stock returns in Vietnam, a fast-growing emerging market that successfully revived after the pandemic lockdown, were explored.
References
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Book
Econometric Analysis of Cross Section and Panel Data
TL;DR: This is the essential companion to Jeffrey Wooldridge's widely-used graduate text Econometric Analysis of Cross Section and Panel Data (MIT Press, 2001).
Book
Cultures and Organizations: Software of the Mind
TL;DR: In this article, the differences in the way strategists and their followers think are discussed, and practical solutions for those in business to help solve conflict between different groups are proposed, with a focus on how to find common problems which demand cooperation for the solution of these problems.
Book
Econometric Analysis of Panel Data
TL;DR: In this article, the authors proposed a two-way error component regression model for estimating the likelihood of a particular item in a set of data points in a single-dimensional graph.
Journal ArticleDOI
Financial markets under the global pandemic of COVID-19.
Dayong Zhang,Min Hu,Qiang Ji +2 more
TL;DR: The potential consequence of policy interventions, such as the US’ decision to implement a zero-percent interest rate and unlimited quantitative easing (QE), and how these policies may introduce further uncertainties into global financial markets are analyzed.
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COVID-19 and finance: Agendas for future research.
TL;DR: The enormous economic and social impact of COVID-19 is highlighted with respect to articles that have either prognosticated such a large-scale event, and its economic consequences, or have assessed the impacts of other epidemics and pandemics.