The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets
This paper analyses herding in cryptocurrency markets in the time of the COVID-19
pandemic. We employ a combination of quantitative methods to hourly prices of the four …
pandemic. We employ a combination of quantitative methods to hourly prices of the four …
ESG scores and the response of the S&P 1500 to monetary and fiscal policy during the Covid-19 pandemic
RP Gregory - International Review of Economics & Finance, 2022 - Elsevier
Examining the S&P 1500 stocks, the responses of the stocks to fiscal and monetary policy
are found to differ due to E, S and G scores by the type of legislation. Non-Financial firms …
are found to differ due to E, S and G scores by the type of legislation. Non-Financial firms …
COVID-19 and stock market performance: Evidence from the RCEP countries
As the world's largest trading bloc, the agreement of RCEP, which was formalized in
September 2020, is believed to play a non-neglectable role in the post-pandemic recovery …
September 2020, is believed to play a non-neglectable role in the post-pandemic recovery …
Impact of COVID-19 pandemic on financial markets: A global perspective
S Ullah - Journal of the Knowledge Economy, 2023 - Springer
This study aims to examine the influence of the COVID-19 outbreak on daily market returns
in most affected developed and emerging markets. For this purpose, panel data of 30 most …
in most affected developed and emerging markets. For this purpose, panel data of 30 most …
Determinants of cryptocurrency returns: A Lasso quantile regression approach
We consider a relatively large set of predictors and investigate the determinants of
cryptocurrency returns at different quantiles. Our analysis exclusively focuses on the highly …
cryptocurrency returns at different quantiles. Our analysis exclusively focuses on the highly …
[HTML][HTML] Role of proliferation COVID-19 media chatter in predicting Indian stock market: Integrated framework of nonlinear feature transformation and advanced AI
The outbreak of the COVID-19 pandemic has transpired the global media to gallop with
reports and news on the novel Coronavirus. The intensity of the news chatter on various …
reports and news on the novel Coronavirus. The intensity of the news chatter on various …
[HTML][HTML] China futures price forecasting based on online search and information transfer
J Liang, G Jia - Data Science and Management, 2022 - Elsevier
The synchronicity effect between the financial market and online response for time-series
forecasting is an important task with wide applications. This study combines data from the …
forecasting is an important task with wide applications. This study combines data from the …
Stock liquidity and firm value in the time of COVID-19 pandemic
P Zhang, J Gao, X Li - Emerging Markets Finance and Trade, 2021 - Taylor & Francis
This paper investigates the impact of stock liquidity on firm value in the time of COVID-19
pandemic. Using data from A-share listed companies in China, we calculate the firm value of …
pandemic. Using data from A-share listed companies in China, we calculate the firm value of …
A new index for measuring uncertainty due to the COVID-19 pandemic
This study contributes to the emerging literature offering alternative measures of uncertainty
due to the COVID-19 pandemic. We combine both news-and macro-based trends to …
due to the COVID-19 pandemic. We combine both news-and macro-based trends to …
COVID-19 pandemic and financial market volatility: A quantile regression approach
The study examined the nexus between the COVID-19 pandemic and the market volatility of
the global markets. For this purpose, a 30-country sample was used based on the most …
the global markets. For this purpose, a 30-country sample was used based on the most …