Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches-Reference-Cited by-同舟云学术

Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches

Published:2021-11 Issue: Volume:58 Page:101521
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Tissaoui Kais,Hkiri Besma,Talbi Mariem,Alghassab Waleed,Alfreahat Khaled Issa

Funder

University of Hail

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference58 articles.

1. Financial contagion during COVID–19 crisis;Akhtaruzzaman;Finance Research Letters,2020

2. Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns. Journal of Behavioral and Experimental;Al-Awadhi;Finance,2020

3. COVID-19 and the United States financial markets’ volatility;Albulescu;Finance Research Letters,2020

4. Albulescu, C., Grecu, E., Zaremba, A., & Aharon, D. (2021). Government interventions and sovereign bond market volatility during COVID 19. hal-03195678.

5. Alfaro, L., Chari, A., Greenland, A. N., & Schott. P. K. (2020). Aggregate and firm-level stock returns during pandemics, in real time. Working Paper.

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