Covid-19This paper investigates herding behavior in the Chinese stock markets during the COVID-19 pandemic. We find that herding behavior is significantly lower than usual in Chinese stock markets during the COVID-19 period. Furthermore, we explore herding behavior under extreme market conditions ...
Despite looming questions surrounding a resurgence in COVID-19 cases across the world in the fall, companies and industries continue to outperform expectations in the stock market. New data shows which industries have grown the most in terms of total overall price since the outbreak intensified in...
Stock markets are moving up and down with the news of COVID-19 and related control measures or stimulus packages such as direct fiscal support or decrease in interest rates, among others. For instance, US stock market observed three of the 15 worst days ever during March 9–16, while one...
Purpose The authors examine the short-term stock market reaction surrounding US layoffs during the coronavirus disease 2019 (COVID-19) period. The authors' specific interest is on any changes that may be observed in US stock markets during the COVID-19 outbreak. This information will help us ...
Cashing in on the real estate market wasn’t as favored. There were only 12k mentions in the last three months, actually down from pre-pandemic levels. A new way to play Many people have had to adapt to new hobbies to replace those that aren’t possible to partake in under lockdown. ...
To fill this gap, we posit that the COVID-19 outbreak is an exogenous shock and analyse whether the margin purchases and short sales have any effects on the stock return volatility in the Chinese stock market during the COVID-19 outbreak. Three observations can be summarized from the ...
The more domestic-focused FTSE 250 was 6.4% down, taking its value into a bear market. It was a similar story in Germany and France but the MIB in Milan - currently subject to a COVID-19 lockdown - was more than 11% lower.
This paper examines price-switching spillovers between the US and Chinese stock, crude oil, and gold futures markets before and during the COVID-19 pandemic. Using a Markov-switching vector autoregressive model, we show that stock market... W Mensi,JC Reboredo,A Ugolini - 《Resources Policy》...
The aim of this paper is to examine the explanatory power of realized volatility on the illiquidity in Saudi stock market during the COVID-19 outbreak. To achieve this objective, we consider the Wavelet Coherence approaches as empirical tools to investigate the combined effect of realized volatility...
Specifically, we find that countries with low individualism and high uncertainty avoidance have higher volatility, along with greater market declines, during the first few weeks of the COVID-19 infection. Apart from the culture effects, we find that investor fear, proxied by the CBOE VIX and ...