The current study investigated the Covid-19 and stock market nexus whilst considering the Shanghai Stock Exchange (SSX). Covid-19 active cases and deaths have been considered proxies for the Covid-19 from 1 April 2020 to 30 July 2020. For empirical analysis, this study utilised quantile ...
What is the outlook for global equity - large-cap and small-cap - in 2020, and what investing opportunities does COVID-19 create?
COVID-19SentimentChinese stock marketOfficial media newsSina WeiboWe quantitatively measure the Chinese stock market's reaction to the COVID-19 sentiments. Using 6.3 million textual data from both Official News media and Sinadoi:10.2139/ssrn.3639123Duan, Yuejiao...
The impact of COVID-19 on stock marketsQing HeJunyi LiuSizhu WangJishuang Yu
COVID-19: The economic virus Richard Hunter, head of markets at interactive investor, said the combination of COVID restrictions and Brexit stalemate was a "double whammy" for markets. "The new coronavirus strain is weighing heavily on sentiment as the UK's isolation from Europe becomes i...
Overall, our Granger and dynamic correlation results suggest that changes in panic indexes resulting from the COVID-19 pandemic do not have a significant relation with the raw stock market returns, but the reverse occurs in terms of time–frequency decompositions. Correlation analysis also indicates ...
The results also show that the maximum expected portfolio return (RP) can be achieved using the MACD and MACD-ALMA in the pre-and during-COVID-19 conditions, respectively. The MACD-ALMA shows an advantage during high-risk market conditions and can also provide maximum RP. The performance of...
COVID-19 death casesUsing Pooled Ordinary Least Square (Pooled OLS) on a daily panel dataset from the US and Canada from January 22 to September 22, 2020, this study examines the idoi:10.2139/ssrn.3712419Rahman, Mohammed MizanurRahman, Md. Mominur...
Complex network COVID-19 1. Introduction Since COVID-19 broke out in China in late December of 2019, it has spread all over the world. During the period, the talks broke down between Saudi Arabia and Russia on oil production reduction, and Saudi Arabia started full-scale production, leading...
COVID-19 Economic policy uncertainty Geopolitical risk Stock market Oil prices Wavelet Causality 1. Introduction The US economy is facing two serious shocks: the spread of the novel COVID-19 pandemic and the recent oil price slump. The combination of these two problems will likely initiate a lon...