Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil

被引：191
|
作者：
Cepoi, Cosmin-Octavian [1 ,2 ]
机构：
[1] Bucharest Univ Econ Studies, Money & Banking Dept, 5-7 Mihail Moxa St,Dist 1, Bucharest 010961, Romania
[2] CEFIMO, 5-7 Mihail Moxa St,Dist 1, Bucharest 010961, Romania
来源：
FINANCE RESEARCH LETTERS | 2020年 / 36卷
关键词：
QUANTILE REGRESSION; HEDGE; MEDIA; MODEL; GOLD;
D O I：
10.1016/j.frl.2020.101658
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页数：5
相关论文
共 50 条
  • [1] Dependence between Chinese stock market and Vietnamese stock market during the Covid-19 pandemic
    Van Chien Nguyen
    Thu Thuy Nguyen
    [J]. HELIYON, 2022, 8 (10)
  • [2] The Impact of News about Pandemic on Borsa Istanbul during the COVID-19 Financial Turmoil
    Tan, Omer Faruk
    [J]. TURKIYE ILETISIM ARASTIRMALARI DERGISI-TURKISH REVIEW OF COMMUNICATION STUDIES, 2021, (37): : 109 - 124
  • [3] The Effect of Pandemic News on Stock Market Returns During the Covid-19 Crash: Evidence from International Markets
    Tan, Omer Faruk
    [J]. CONNECTIST-ISTANBUL UNIVERSITY JOURNAL OF COMMUNICATION SCIENCES, 2021, (60): : 217 - 240
  • [4] The Impact of COVID-19 on Stock Market Returns in Vietnam
    Dao Van Hung
    Nguyen Thi Minh Hue
    Vu Thuy Duong
    [J]. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2021, 14 (09)
  • [5] Financial market sentiment and stock return during the COVID-19 pandemic
    Bai, Chenjiang
    Duan, Yuejiao
    Fan, Xiaoyun
    Tang, Shuai
    [J]. FINANCE RESEARCH LETTERS, 2023, 54
  • [6] The impact of supply chain disruptions on stock market returns during COVID-19
    Nguemgaing, Helene Flore
    Sant'Anna, Ana Claudia
    [J]. AGRICULTURAL FINANCE REVIEW, 2022, 82 (04) : 732 - 764
  • [7] Effects of COVID-19 Pandemic on the Bulgarian Stock Market Returns
    Dospatliev, Lilko
    Ivanova, Miroslava
    Varbanov, Milen
    [J]. AXIOMS, 2022, 11 (03)
  • [8] The Impact of COVID-19 on Stock Returns and Firm Characteristics in the Saudi Stock Market
    Alshaikhmubarek, Asim
    Kulendran, Nada
    Seelanatha, Lalith
    [J]. COGENT ECONOMICS & FINANCE, 2024, 12 (01):
  • [9] ESG scores and stock returns during COVID-19: an empirical analysis of an emerging market
    Yadav, Mahender
    Dhingra, Barkha
    Batra, Shallu
    Saini, Mohit
    Aggarwal, Vaibhav
    [J]. INTERNATIONAL JOURNAL OF SOCIAL ECONOMICS, 2024,
  • [10] The Influence of the COVID-19 Pandemic on Stock Market Returns in Indonesia Stock Exchange
    Herwany, Aldrin
    Febrian, Erie
    Anwar, Mokhamad
    Gunardi, Ardi
    [J]. JOURNAL OF ASIAN FINANCE ECONOMICS AND BUSINESS, 2021, 8 (03): : 39 - 47
12345