[HTML][HTML] Covid-19 pandemic, asset prices, risks, and their convergence: A survey of Islamic and G7 stock market, and alternative assets
Abstract The coronavirus (Covid-19) pandemic created a shock not only for the health-care
industry but also the global economy and finances. The pandemic also caused an increase …
industry but also the global economy and finances. The pandemic also caused an increase …
A conceptual model of investment-risk prediction in the stock market using extreme value theory with machine learning: a semisystematic literature review
The COVID-19 pandemic has been an extraordinary event, the type of event that rarely
occurs but that has major impacts on the stock market. The pandemic has created high …
occurs but that has major impacts on the stock market. The pandemic has created high …
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19
pandemic triggered an urgent need for a study summarising the existing knowledge of …
pandemic triggered an urgent need for a study summarising the existing knowledge of …
The COVID-19 pandemic and stock liquidity: Evidence from S&P 500
This study examines the influence of the COVID-19 pandemic on the stock liquidity of S&P
500 firms. We construct a daily data set for stock liquidity and the numbers of COVID-19 …
500 firms. We construct a daily data set for stock liquidity and the numbers of COVID-19 …
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
B Abuzayed, N Al-Fayoumi - The North American Journal of Economics and …, 2021 - Elsevier
In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation
Council (GCC) stock markets and quantify this spillover's shift before and during the COVID …
Council (GCC) stock markets and quantify this spillover's shift before and during the COVID …
Why retail investors traded equity during the pandemic? An application of artificial neural networks to examine behavioral biases
S Talwar, M Talwar, V Tarjanne… - Psychology & …, 2021 - Wiley Online Library
Behavioral biases are known to influence the investment decisions of retail investors.
Indeed, extant research has revealed interesting findings in this regard. However, the …
Indeed, extant research has revealed interesting findings in this regard. However, the …
COVID-19 pandemic and Romanian stock market volatility: A GARCH approach
This paper investigates the volatility of daily returns on the Romanian stock market between
January 2020 and April 2021. Volatility is analyzed by means of the representative index for …
January 2020 and April 2021. Volatility is analyzed by means of the representative index for …
A new form of financial contagion: Covid-19 and stock market responses
S Gunay - Available at SSRN 3584243, 2020 - papers.ssrn.com
The COVID-19 pandemic has caused a different and more severe version of the contagion
phenomenon. In this study, we examine the impact of the COVID-19 pandemic on six …
phenomenon. In this study, we examine the impact of the COVID-19 pandemic on six …
COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets
Y Li, Y Shi, Y Shi, S Yi, W Zhang - Pacific-Basin Finance Journal, 2023 - Elsevier
This study investigates the impact of COVID-19 vaccinations on volatility (risk) spillovers
among major Asia-Pacific stock markets. Utilizing both mean-based and quantile-based …
among major Asia-Pacific stock markets. Utilizing both mean-based and quantile-based …
The impact of government policy responses on airline stock return during the COVID-19 crisis
This study investigates the impact of government policies on the weekly stock returns of 73
global airline companies in 36 countries during the COVID-19 pandemic. Using panel data …
global airline companies in 36 countries during the COVID-19 pandemic. Using panel data …