When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion-Reference-Cited by-同舟云学术

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When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion

Published:2024-07 Issue: Volume:157 Page:103850
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Arteaga-Garavito Maria Jose,Croce Mariano M.,Farroni Paolo,Wolfskeil Isabella

Publisher

Elsevier BV

Reference45 articles.

1. The risk of being a fallen angel and the corporate dash for cash in the midst of COVID;Acharya,2020

2. Risk preferences and the macroeconomic announcement premium;Ai;Econometrica,2018

3. Information acquisition and the pre-announcement drift;Ai,2022

4. The cross section of the monetary policy announcement premium;Ai;J. Financ. Econ.,2022

5. Love in the time of COVID-19: The resiliency of environmental and social stocks;Albuquerque,2020

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1. Government in the digital age: Exploring the impact of digital transformation on governmental efficiency;Technological Forecasting and Social Change;2024-11

2. COVID-19 literature in Elsevier finance journal ecosystem;Economics Letters;2024-10

3. Can financial technology enhance corporate investment efficiency? Evidence from the COVID-19 pandemic;Economics Letters;2024-10

4. Which daily equity returns improve output forecasts?;Economics Letters;2024-10

5. Do optimistic portfolios outperform pessimistic portfolios: Evidence from textual sentiment;Economics Letters;2024-09

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