This study investigates the impact of COVID-19 pandemic on the microstructure of US equity markets. In particular, we explain the liquidity and volatility dynamics via indexes that …
KS Al-Omoush, V Simón-Moya… - Journal of Innovation & …, 2020 - Elsevier
The purpose of this study is to explore the role of social capital and collaborative knowledge creation in achieving e-business proactiveness in responding to the COVID-19 crisis. An …
PK Narayan, N Devpura, H Wang - Economic Analysis and Policy, 2020 - Elsevier
This paper examines the relationship between the Japanese Yen and the country's stock returns. Using several variants of econometric models and empirical specifications, we …
GF Feng, HC Yang, Q Gong, CP Chang - Economic Analysis and Policy, 2021 - Elsevier
The rapid spread of COVID-19 in 2020 has brought a profound impact on the global economy and forced countries around the world to adopt different intervention measures …
Based on the supply of stock market returns hypothesis, we argue that the unprecedented adverse shock of COVID-19 on the countries' economic growth translates into a negative …
The COVID-19 pandemic has exerted a noteworthy impact on stock market volatility around the world. Can vaccination programs revert these adverse effects? To answer this question …
BN Iyke - Asian Economics Letters, 2020 - ael.scholasticahq.com
We examine the impact of the novel coronavirus (COVID-19) pandemic on economic policy uncertainty (EPU) in five leading Asian economies, namely China, India, Japan, Korea, and …
The nexus between extreme events and energy price risk is of great importance in energy finance analysis due to the fact that those events generally exert strong impacts on energy …
CP Chang, GF Feng, M Zheng - Emerging Markets Finance and …, 2021 - Taylor & Francis
We investigate the effect of the governments' responses to fighting the COVID-19 pandemic on the returns in the stock market index. Panel data of 20 countries are used spanning …