Stock markets and the COVID-19 fractal contagion effects

DI Okorie, B Lin - Finance Research Letters, 2021 - Elsevier
effect of the COVID-19 pandemic on the stock markets. The … effect of the COVID-19 pandemic
on the stock market returns … COVID-19) pandemic emanated in a wildlife market in the city …

Corona pandemic and stock market behaviour: Empirical insights from selected Asian countries

PK Mishra, SK Mishra - Millennial Asia, 2020 - journals.sagepub.com
… In the Indian stock market, the negative effects of the pandemic persist up to 44 trading days
and reappear between 60 and 74 trading days in both the estimation windows, and these …

[PDF][PDF] The impact of COVID-19 pandemic on global stock markets: An event study

IN Khatatbeh, MB Hani… - International Journal of …, 2020 - researchgate.net
… The pandemic effects could be transmitted to stock markets through several channels.
For instance, the spread of contagious diseases induces a decline of economic activity and …

The effect of Covid-19 pandemic on stock returns: An evidence of Indonesia Stock Exchange

A Mugiarni, P Wulandari - Journal of International …, 2021 - ejournal.aibpmjournals.com
… Covid-19 pandemic affect the stock returns of companies in these sectors. These findings
gave empirical evidence that pandemic Covid-19 has effects on the stock market in Indonesia. …

The effects of pandemic event on the stock exchange of Thailand

K Panyagometh - Economies, 2020 - mdpi.com
… reactions of stock prices and market volatility in Thailand during the period of the pandemic.
… in the Thai stock market have been adversely affected by the pandemic, as reflected in the …

The effect of COVID-19 pandemic on stock market: An empirical study in Saudi Arabia

JA Alzyadat, E Asfoura - The Journal of Asian Finance, Economics …, 2021 - koreascience.kr
pandemic on Saudi Arabia stock market. The study relied on the data of the daily closing stock
market … Function (IRF) show that stock market returns responded negatively to the growth …

Impacts of corporate announcements on stock returns during the global pandemic: evidence from the Indian stock market

DK Pandey, V Kumari, BK Tiwari - Asian Journal of Accounting …, 2022 - emerald.com
… The authors examine the announcement effects in India and accurately anticipate that this
study will be a pioneer in this field. This study also paves the way for future researches in this …

Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?

M Youssef, K Mokni, AN Ajmi - Financial Innovation, 2021 - Springer
stock market relationships amid the COVID-19 pandemic. We expected that relationships
between markets … In addition, we anticipated that EPU effects on stock market connectedness …

[HTML][HTML] Pandemics and the emerging stock markets

AA Salisu, AA Sikiru, XV Vo - Borsa Istanbul Review, 2020 - Elsevier
… vulnerability of emerging stock markets to pandemics, we also … results for stock returns of
emerging markets above the model … effect of government responses to the COVID-19 pandemic

[HTML][HTML] The contagion effect of jump risk across Asian stock markets during the COVID-19 pandemic

Y Zhang, L Zhou, Y Chen, F Liu - The North American Journal of Economics …, 2022 - Elsevier
… sub-period and a turbulence sub-period caused by the Covid-19 pandemic, so we can
investigate the effect of jump contagion during different market phases. Secondly, the selected …