COVID-19 has had significant impact on US stock market volatility. This study focuses on
understanding the regime change from lower to higher volatility identified with a Markov …

This paper evaluates the short-term impact of the coronavirus outbreak on 21 leading stock
market indices in major affected countries including Japan, Korea, Singapore, the USA …

We show that unexpected changes in the trajectory of COVID-19 infections predict US stock
returns, in real time. Parameter estimates indicate that an unanticipated doubling (halving) of …

This study examines the impact of the COVID-19 outbreak on the stock markets of G-20
countries. We use an event study methodology to measure abnormal returns (ARs) and …

We examine the impact of COVID‐19 on changes in firm value, and the moderating role of
firm‐level sustainability performance on this relationship. We find that firms domiciled in …

This research crucially investigates COVID-19 variables' impacts on the changing
distributions of travel and leisure industry returns across 65 countries via a quantile …

China's economy and the Asian stock markets have been severely impacted by the COVID-
19 outbreak. This article used an event study method to calculate the abnormal returns (AR) …

This article aims to uncover the effects of the COVID-19 pandemic on the energy markets in
terms of energy stock indexes, energy futures, ETFs, and implied volatility indexes. We …

In this note, we examine the impact that the COVID-19 crisis may have on the Asian stock
markets by examining the statistical properties of three financial markets in Asia: namely, the …

Stock markets' reaction to COVID-19: evidence from the six WHO regions | Emerald Insight
Books and journals Case studies Expert Briefings Open Access Publish with us Advanced …