COVID-19 pandemic news and stock market reaction during the onset of the crisis: evidence from high-frequency data-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

COVID-19 pandemic news and stock market reaction during the onset of the crisis: evidence from high-frequency data

Published:2020-11-18 Issue:19 Volume:28 Page:1686-1689
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Ambros Maximilian¹,Frenkel Michael¹,Huynh Toan Luu Duc²³^ORCID,Kilinc Mustafa¹

Affiliation:

1. Department of Economics, WHU – Otto Beisheim School of Management, Vallendar, Germany

2. Chair of Behavioral Finance, WHU - Otto Beisheim School of Management, Vallendar, Germany

3. School of Banking, University of Economics Ho Chi Minh City, Ho Chi Minh City, Vietnam

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2020.1851643

Reference8 articles.

1. Range-Based Estimation of Stochastic Volatility Models

2. Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots

3. Macroeconomic news and market reaction: Surprise indexes meet nowcasting

4. Sports Sentiment and Stock Returns

5. When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions

Cited by 67 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Interdependencies of COVID-19 and Financial Equity Markets: A Case of Five Most Affected COVID-19 Countries—A Wavelet Transformed Coherence Approach;Asia-Pacific Financial Markets;2024-07-30

2. Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries;International Review of Financial Analysis;2024-07

3. COVID-19's influence on Karachi stock exchange: A comparative machine learning algorithms study for forecasting;Heliyon;2024-07

4. The impact of investor overconfidence on crisis contagion;Macroeconomics and Finance in Emerging Market Economies;2024-06-12

5. Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles;The North American Journal of Economics and Finance;2024-05

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3