W Fu, K Abbass, AAK Niazi, H Zhang, A Basit… - … science and pollution …, 2023 - Springer
The study aims to assess a sustainable green financial environment by exploring the underlying structure of monetary seismic aftershocks of the COVID-19 pandemic. This study …
New technology promises to expand the supply of financial services to small businesses poorly served by banks. Does it succeed? We study the response of FinTech to financial …
Ľ Pástor, MB Vorsatz - The Review of Asset Pricing Studies, 2020 - academic.oup.com
We present a comprehensive analysis of the performance and flows of US actively managed equity mutual funds during the 2020 COVID-19 crisis. We find that most active funds …
M O'Hara, XA Zhou - Journal of Financial Economics, 2021 - Elsevier
We examine the microstructure of liquidity provision in the COVID-19 corporate bond liquidity crisis. During the two weeks leading up to Federal Reserve System interventions …
Y Ma, K Xiao, Y Zeng - The Review of Financial Studies, 2022 - academic.oup.com
We identify fixed-income mutual funds as an important contributor to the unusually high selling pressure in liquid asset markets during the COVID-19 crisis. We show that mutual …
We document extreme disruption in debt markets during the COVID-19 crisis: a severe price crash accompanied by significant dislocations at the safer end of the credit spectrum …
Z He, S Nagel, Z Song - Journal of Financial Economics, 2022 - Elsevier
In sharp contrast to most previous crisis episodes, the Treasury market experienced severe stress and illiquidity during the COVID-19 crisis, raising concerns that the safe-haven status …
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 …
We study liquidity conditions in the corporate bond market during the COVID-19 pandemic. We document that the cost of trading immediately via risky-principal trades dramatically …