[HTML][HTML] Covid-19 pandemic, asset prices, risks, and their convergence: A survey of Islamic and G7 stock market, and alternative assets
Abstract The coronavirus (Covid-19) pandemic created a shock not only for the health-care
industry but also the global economy and finances. The pandemic also caused an increase …
industry but also the global economy and finances. The pandemic also caused an increase …
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19
pandemic triggered an urgent need for a study summarising the existing knowledge of …
pandemic triggered an urgent need for a study summarising the existing knowledge of …
[HTML][HTML] A conceptual model of investment-risk prediction in the stock market using extreme value theory with machine learning: a semisystematic literature review
The COVID-19 pandemic has been an extraordinary event, the type of event that rarely
occurs but that has major impacts on the stock market. The pandemic has created high …
occurs but that has major impacts on the stock market. The pandemic has created high …
The COVID-19 pandemic and stock liquidity: Evidence from S&P 500
This study examines the influence of the COVID-19 pandemic on the stock liquidity of S&P
500 firms. We construct a daily data set for stock liquidity and the numbers of COVID-19 …
500 firms. We construct a daily data set for stock liquidity and the numbers of COVID-19 …
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
B Abuzayed, N Al-Fayoumi - The North American Journal of Economics and …, 2021 - Elsevier
In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation
Council (GCC) stock markets and quantify this spillover's shift before and during the COVID …
Council (GCC) stock markets and quantify this spillover's shift before and during the COVID …
Why retail investors traded equity during the pandemic? An application of artificial neural networks to examine behavioral biases
S Talwar, M Talwar, V Tarjanne… - Psychology & …, 2021 - Wiley Online Library
Behavioral biases are known to influence the investment decisions of retail investors.
Indeed, extant research has revealed interesting findings in this regard. However, the …
Indeed, extant research has revealed interesting findings in this regard. However, the …
The impact of government policy responses on airline stock return during the COVID-19 crisis
This study investigates the impact of government policies on the weekly stock returns of 73
global airline companies in 36 countries during the COVID-19 pandemic. Using panel data …
global airline companies in 36 countries during the COVID-19 pandemic. Using panel data …
[HTML][HTML] COVID-19 pandemic and Romanian stock market volatility: A GARCH approach
ȘC Gherghina, DȘ Armeanu, CC Joldeș - Journal of Risk and Financial …, 2021 - mdpi.com
This paper investigates the volatility of daily returns on the Romanian stock market between
January 2020 and April 2021. Volatility is analyzed by means of the representative index for …
January 2020 and April 2021. Volatility is analyzed by means of the representative index for …
A new form of financial contagion: Covid-19 and stock market responses
S Gunay - Available at SSRN 3584243, 2020 - papers.ssrn.com
The COVID-19 pandemic has caused a different and more severe version of the contagion
phenomenon. In this study, we examine the impact of the COVID-19 pandemic on six …
phenomenon. In this study, we examine the impact of the COVID-19 pandemic on six …
COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets
Y Li, Y Shi, Y Shi, S Yi, W Zhang - Pacific-Basin Finance Journal, 2023 - Elsevier
This study investigates the impact of COVID-19 vaccinations on volatility (risk) spillovers
among major Asia-Pacific stock markets. Utilizing both mean-based and quantile-based …
among major Asia-Pacific stock markets. Utilizing both mean-based and quantile-based …