Being the health pandemic with the highest impact on the global financial market, the recent
COVID-19 pandemic has led to significant risk transmissions across stock markets. Although …

The aftermath of the COVID-19 pandemic is not limited to human lives and health sectors. It
has also changed social and economic aspects of the world. This study investigated the …

Behavioural finance literature explains that investment decisions are subject to 'investor
sentiment'and, consequently, may affect the pricing of various asset classes. Our study …

Purpose Market volatility is subject to good or bad news and even responses to fake news
and policy changes. In this piece of work, the authors consider the effects of the recent …

Purpose This paper aims to investigate the volatility transmission across stocks, gold and
crude oil markets before and during the novel coronavirus (COVID-19) crisis …

This study described an empirical link between COVID-19 fear and stock market volatility.
Studying COVID-19 fear with stock market volatility is crucial for planning adequate portfolio …

This paper examines the risk contagion among international stock markets during the
COVID-19 pandemic by using the realized volatility information from sixteen major stock …

News about referendums and the ongoing evolution of a global contagious increase
uncertainty about the development of economic fundamentals reflected by increased …

This study investigates whether the coronavirus (COVID-19) pandemic caused a contagion
and negatively affected the stock market. Using data from the 10 worst-hit countries over the …

Purpose The main objective of this paper is to investigate whether the investors' behavior
under optimistic (pessimistic) conditions has an impact on risk transmission between the …