How do stock price indices absorb the COVID-19 pandemic shocks?-Reference-Cited by-同舟云学术

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How do stock price indices absorb the COVID-19 pandemic shocks?

Published:2022-04 Issue: Volume:60 Page:101672
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:

Zhang Xu,Ding Zhijing,Hang Jianqin,He Qizhi

Funder

Humanities and Social Sciences Youth Foundation, Ministry of Education of the People's Republic of China

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Natural Science Foundation of Jiangsu Province

National Office for Philosophy and Social Sciences

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference31 articles.

1. Resiliency of environmental and social stocks: An analysis of the exogenous COVID-19 market crash;Albuquerque;The Review of Corporate Finance Studies,2020

2. COVID-19 and stock market volatility: An industry level analysis;Baek;Finance Research Letters,2020

3. Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic;Baig;Finance Research Letters,2021

4. Trading from home: The impact of COVID-19 on trading volume around the world;Chiah;Finance Research Letters,2020

5. On the network topology of variance decompositions: Measuring the connectedness of financial firms;Diebold;Journal of Econometrics,2014

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4. COVID‐19 and insurance industry: Initial impact of the pandemic based on time‐frequency methods;International Journal of Finance & Economics;2024-06-18

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