Impact of COVID-19 Outbreak on the Stock Market: An Evidence from
This article aims to analyze the impact of COVID-19 on stock markets in the top six affected countries based on the total number of cases confirmed. In addition, it also analyzes the stock market volatility caused by the virus and the abnormal returns generated by the markets during the pandemic.
Analyzing the varied impact of COVID-19 on stock markets: A comparative
The global health crisis initiated by the COVID-19 pandemic triggered unparalleled economic upheavals. In this comprehensive study of 16 countries categorized by their infection rates, we scrutinize the impact of a range of variables on stock market indices and calculate four critical ratios derived from those variables. Our regression analyses reveal striking differences in how the variables ...
The Unprecedented Stock Market Impact of COVID-19
We use text-based methods to develop these points with respect to large daily stock market moves back to 1900 and with respect to overall stock market volatility back to 1985. We also evaluate potential explanations for the unprecedented stock market reaction to the COVID-19 pandemic.
Pandemic, policy, and markets: insights and learning from COVID-19's
The COVID-19 pandemic has triggered an unprecedented shock to global stock markets, exceeding the economic impacts of prior pandemics. This paper examines the pandemic's impact on global stock markets across 34 countries, focusing on the relationship between the pandemic's severity, government policy responses, and economic stimuli. Panel data regressions reveal that increased daily COVID ...
The effect of COVID‐19 pandemic on global stock markets: Return
This study investigates the impact of COVID‐19 pandemic on stock returns, conditional volatility, conditional skewness and bad state probability. This study utilizes an asymmetric exponential generalized autoregressive conditional heteroscedasticity ...
Impact of COVID-19 on stock market efficiency: Evidence from developed
This study investigates the impact of the novel coronavirus (COVID-19) pandemic on stock market efficiency for six hard-hit developed countries, namely, the United States (US), Spain, the United Kingdom (UK), Italy, France, and Germany. Applying the wild bootstrap automatic variance ratio test on daily stock market data from July 29, 2019 to ...
PDF Microsoft Word
We use text-based methods to develop these points with respect to large daily stock market moves back to 1900 and with respect to overall stock market volatility back to 1985. We also evaluate potential explanations for the unprecedented stock market reaction to the COVID-19 pandemic.
Impact of investment behaviour on financial markets during COVID-19: a
The short-term impact of the COVID-19 outbreak has affected the stock market indices. The major impacts and abnormal returns over investment were observed in the financial market over the past years.
The Unprecedented Stock Market Reaction to COVID-19
We use text-based methods to develop these points with respect to large daily stock market moves back to 1900 and with respect to overall stock market volatility back to 1985. We also evaluate potential explanations for the unprecedented stock market reaction to the COVID-19 pandemic.
BRICS Stock Markets Performances During COVID-19: Comparison with Other
Concerning the impact of COVID-19 on stock markets ... Bouri E., Naeem M., Nor S., Mbarki I., & Saeed T. (2021). Government responses to COVID-19 and industry stock returns. Economic Research-Ekonomska Istraživanja, 35, 1967-1990. Crossref. ... Spillover of COVID-19: Impact on stock market volatility. International Journal of Psychosocial ...
COVID-19 and instability of stock market performance: evidence from the
The effect of COVID-19 on stock market performance has important implications for both financial theory and practice. This paper examines the relationship between COVID-19 and the instability of both stock return predictability and price volatility in the U.S over the period January 1st, 2019 to June 30th, 2020 by using the methodologies of Bai and Perron (Econometrica 66:47-78, 1998. https ...
COVID and World Stock Markets: A Comprehensive Discussion
The majority of the world stock markets have suffered losses in the trillions of dollars, and international financial institutions were forced to reduce their forecasted growth for 2020 and the years to come. The current research deals with the impact of the COVID-19 pandemic on the global stock markets.
COVID-19 Impact on Stock Markets: A Multiscale Event Analysis
Finally, this paper only uses the improved EEMD-based event analysis method to investigate the impact of COVID-19 on stock markets, even though using this approach to forecast stock prices is a more interesting topic. In future research, we will continue to investigate these issues.
PDF The Unprecedented Stock Market Impact of COVID-19
We use text-based methods to develop this point with respect to large daily stock market moves back to 1900 and with respect to overall stock market volatility back to 1985. We also argue that policy responses to the COVID-19 pandemic provide the most compelling explanation for its unprecedented stock market imact.
The impact of the COVID 19 pandemic on stock market volatility
This study examines the impact of the COVID 19 pandemic on the stock markets of China, India, Pakistan, the UK and the US using Generalised Autoregressive Conditional Heteroscedasticity (GARCH) and Threshold GARCH models with COVID 19 as an exogenous dummy variable in the variance equation. The sample period of 2016-2021 is divided into two sub-periods: the pre-COVID 19 period and the COVID ...
The impact of COVID-19 on capital markets
Stock market performance reveals the impact of Covid-19 on capital markets--accelerating trends, growing gaps between the winners, and value to megaplayers.
ESG performance and stock prices: evidence from the COVID-19 ...
This paper investigates the role of environmental, social, and governance (ESG) performance in stock prices during the market financial crisis caused by the COVID-19 pandemic.
Stock Returns and the Impact of the COVID-19 Pandemic: A Cross ...
This paper examines the role of pandemic sensitivity in explaining future stock returns using an international sample of corporations from 13 countries from 201 ... Polina, Stock Returns and the Impact of the COVID-19 Pandemic: A Cross-Sectional Analysis Providing Evidence from Major Industries (September 04, 2024). ... Research Paper Series ...
The effect of COVID‐19 on the global stock market
In particular, we show that the pandemic negatively affects stock market returns but positively affects stock market volatility, jumps and co‐jumps. Furthermore, there is weak evidence suggesting that country risk lowers the impact of COVID‐19 on market quality. The remainder of this paper is organised as follows.
Frontiers
This research paper examined the relationship between the stock market and investor psychology regarding stock market investment decisions during the pandemic. By employing PCA, this research observed a downward trend in stock markets and the pandemic's negative impact on investor sentiment.
The Outbreak of COVID-19 and Stock Market Responses: An Event Study and
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 panel data regression to expl...
The outbreak of COVID‐19 pandemic and its impact on stock market
This paper empirically investigates the impact of COVID‐19 on the volatility of stock prices in India with the help of a generalized autoregressive conditional heteroscedasticity model. Daily closing prices of stock indices, Nifty and Sensex from ...
COVID-19 and persistence in the stock market: a study on a leading
In this study, we examine how sectors of the National Stock Exchange from India respond to the uncertainties introduced by the COVID-19 pandemic. By examining the synchronization between the sector-specific and overall market index (NIFTY 50) reaction to COVID-19, we contribute to the inconclusive ongoing academic literature regarding the impact of COVID-19 on the stock market, especially in ...
COVID-19 pandemic and stability of stock market—A sectoral ...
In the literature on stability of financial markets after the outbreak of the pandemic COVID-19 the significantly lesser part is devoted to stock markets. The stability of stock market can be defined as the constant (stable) propagation of systematic shocks on a stock market in normal and extreme market conditions [73].
Pre- and post-COVID-19: The impact of the pandemic and stock market
The objective of this study is to investigate the impact of the COVID-19 pandemic and stock market psychology on investor investment decisions in different business units operating in the Shandong stock market. The sample size of the study consists of ...
COMMENTS
This article aims to analyze the impact of COVID-19 on stock markets in the top six affected countries based on the total number of cases confirmed. In addition, it also analyzes the stock market volatility caused by the virus and the abnormal returns generated by the markets during the pandemic.
The global health crisis initiated by the COVID-19 pandemic triggered unparalleled economic upheavals. In this comprehensive study of 16 countries categorized by their infection rates, we scrutinize the impact of a range of variables on stock market indices and calculate four critical ratios derived from those variables. Our regression analyses reveal striking differences in how the variables ...
We use text-based methods to develop these points with respect to large daily stock market moves back to 1900 and with respect to overall stock market volatility back to 1985. We also evaluate potential explanations for the unprecedented stock market reaction to the COVID-19 pandemic.
The COVID-19 pandemic has triggered an unprecedented shock to global stock markets, exceeding the economic impacts of prior pandemics. This paper examines the pandemic's impact on global stock markets across 34 countries, focusing on the relationship between the pandemic's severity, government policy responses, and economic stimuli. Panel data regressions reveal that increased daily COVID ...
This study investigates the impact of COVID‐19 pandemic on stock returns, conditional volatility, conditional skewness and bad state probability. This study utilizes an asymmetric exponential generalized autoregressive conditional heteroscedasticity ...
This study investigates the impact of the novel coronavirus (COVID-19) pandemic on stock market efficiency for six hard-hit developed countries, namely, the United States (US), Spain, the United Kingdom (UK), Italy, France, and Germany. Applying the wild bootstrap automatic variance ratio test on daily stock market data from July 29, 2019 to ...
We use text-based methods to develop these points with respect to large daily stock market moves back to 1900 and with respect to overall stock market volatility back to 1985. We also evaluate potential explanations for the unprecedented stock market reaction to the COVID-19 pandemic.
The short-term impact of the COVID-19 outbreak has affected the stock market indices. The major impacts and abnormal returns over investment were observed in the financial market over the past years.
We use text-based methods to develop these points with respect to large daily stock market moves back to 1900 and with respect to overall stock market volatility back to 1985. We also evaluate potential explanations for the unprecedented stock market reaction to the COVID-19 pandemic.
Concerning the impact of COVID-19 on stock markets ... Bouri E., Naeem M., Nor S., Mbarki I., & Saeed T. (2021). Government responses to COVID-19 and industry stock returns. Economic Research-Ekonomska Istraživanja, 35, 1967-1990. Crossref. ... Spillover of COVID-19: Impact on stock market volatility. International Journal of Psychosocial ...
The effect of COVID-19 on stock market performance has important implications for both financial theory and practice. This paper examines the relationship between COVID-19 and the instability of both stock return predictability and price volatility in the U.S over the period January 1st, 2019 to June 30th, 2020 by using the methodologies of Bai and Perron (Econometrica 66:47-78, 1998. https ...
The majority of the world stock markets have suffered losses in the trillions of dollars, and international financial institutions were forced to reduce their forecasted growth for 2020 and the years to come. The current research deals with the impact of the COVID-19 pandemic on the global stock markets.
Finally, this paper only uses the improved EEMD-based event analysis method to investigate the impact of COVID-19 on stock markets, even though using this approach to forecast stock prices is a more interesting topic. In future research, we will continue to investigate these issues.
We use text-based methods to develop this point with respect to large daily stock market moves back to 1900 and with respect to overall stock market volatility back to 1985. We also argue that policy responses to the COVID-19 pandemic provide the most compelling explanation for its unprecedented stock market imact.
This study examines the impact of the COVID 19 pandemic on the stock markets of China, India, Pakistan, the UK and the US using Generalised Autoregressive Conditional Heteroscedasticity (GARCH) and Threshold GARCH models with COVID 19 as an exogenous dummy variable in the variance equation. The sample period of 2016-2021 is divided into two sub-periods: the pre-COVID 19 period and the COVID ...
Stock market performance reveals the impact of Covid-19 on capital markets--accelerating trends, growing gaps between the winners, and value to megaplayers.
This paper investigates the role of environmental, social, and governance (ESG) performance in stock prices during the market financial crisis caused by the COVID-19 pandemic.
This paper examines the role of pandemic sensitivity in explaining future stock returns using an international sample of corporations from 13 countries from 201 ... Polina, Stock Returns and the Impact of the COVID-19 Pandemic: A Cross-Sectional Analysis Providing Evidence from Major Industries (September 04, 2024). ... Research Paper Series ...
In particular, we show that the pandemic negatively affects stock market returns but positively affects stock market volatility, jumps and co‐jumps. Furthermore, there is weak evidence suggesting that country risk lowers the impact of COVID‐19 on market quality. The remainder of this paper is organised as follows.
This research paper examined the relationship between the stock market and investor psychology regarding stock market investment decisions during the pandemic. By employing PCA, this research observed a downward trend in stock markets and the pandemic's negative impact on investor sentiment.
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 panel data regression to expl...
This paper empirically investigates the impact of COVID‐19 on the volatility of stock prices in India with the help of a generalized autoregressive conditional heteroscedasticity model. Daily closing prices of stock indices, Nifty and Sensex from ...
In this study, we examine how sectors of the National Stock Exchange from India respond to the uncertainties introduced by the COVID-19 pandemic. By examining the synchronization between the sector-specific and overall market index (NIFTY 50) reaction to COVID-19, we contribute to the inconclusive ongoing academic literature regarding the impact of COVID-19 on the stock market, especially in ...
In the literature on stability of financial markets after the outbreak of the pandemic COVID-19 the significantly lesser part is devoted to stock markets. The stability of stock market can be defined as the constant (stable) propagation of systematic shocks on a stock market in normal and extreme market conditions [73].
The objective of this study is to investigate the impact of the COVID-19 pandemic and stock market psychology on investor investment decisions in different business units operating in the Shandong stock market. The sample size of the study consists of ...