Cui bono? Large-scale evidence on the impact of COVID-19 policy measures on listed firms [0.03%]
谁是受益者？关于新冠疫情影响上市公司的大规模证据
Michael Haimann,Christoph Kaserer,Kristian Ljubicic
Michael Haimann
By using a large international firm-level data set this paper aims to make a contribution in better understanding how COVID-19 related stringency and economic support measures actually affected the corporate sector. Our most important findi...
The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index [0.03%]
新冠疫情对美国市场波动性的影响——来自VIX指数的证据
Nicholas Apergis,Ghulam Mustafa,Shafaq Malik
Nicholas Apergis
We examine how the implied volatility in the US financial market has been affected by the COVID-19 pandemic. We decompose the Chicago Board Options Exchange (CBOE) Volatility Index (VIX) into two implied volatility conditions (i.e., low and...
COVID-19 and information flow between cryptocurrencies, and conventional financial assets [0.03%]
新冠疫情下的加密货币与传统金融资产的信息流动关系研究
Ata Assaf,Khaled Mokni,Manel Youssef
Ata Assaf
In this paper, we analyze the impact of the ongoing COVID-19 pandemic on the information flow among the main cryptocurrencies (Bitcoin, Ethereum, Ripple, and Litecoin) and those of the fear index (VIX), Gold price, and the US equity market ...
COVID-19 related TV news and stock returns: Evidence from major US TV stations [0.03%]
与COVID-19相关的电视新闻和股票收益：主要美国电视台的证据
Rouven Möller,Doron Reichmann
Rouven Möller
We investigate a novel dataset of more than half a million 15 seconds transcribed audio snippets containing COVID-19 mentions from major US TV stations throughout 2020. Using the Latent Dirichlet Allocation (LDA), an unsupervised machine le...
Collaborative integration, workplace flexibility and scholarly productivity: Evidence from the COVID-19 outbreak [0.03%]
协作整合，工作场所的灵活度和学术生产力：来自新冠肺炎爆发的证据
Ying Fan
Ying Fan
In this paper, we exploit the natural experiment of the COVID-19 outbreak and investigate the role of collaborative integration and workplace flexibility in scholarly productivity. Using data on the quantity and quality of the journal and w...
In search of hedges and safe havens during the COVID-19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty [0.03%]
新冠肺炎疫情下追求避风港与避险资产：黄金 vs 比特币、原油及不确定性
Nassar S Al-Nassar,Sabri Boubaker,Anis Chaibi et al.
Nassar S Al-Nassar et al.
This paper investigates the potential hedging and safe-haven properties of several alternative investment assets, including gold, Bitcoin, oil, and the oil price volatility index (OVX), against the risks of the Saudi stock market and its co...
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 [0.03%]
社交媒体情绪对新冠肺炎疫情下加密货币收益和波动性的影响分析
Nikolaos Kyriazis,Stephanos Papadamou,Panayiotis Tzeremes et al.
Nikolaos Kyriazis et al.
This research investigates the effects of several measures of Twitter-based sentiment on cryptocurrencies during the COVID-19 pandemic. Innovative economic, as well as market uncertainty measures based on Tweets, along the lines of Baker et...
Md Tanvir Hasan
Md Tanvir Hasan
In this study, I constitute a search based COVID-19 sentiment index using Google search volume. I develop an alternative Scared COVID-19 Attitude Revealed by Eager Search (SCARES) index using the household search volume i.e. "coronavirus pa...
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields [0.03%]
新冠疫情与美国股市价格和债券收益的持续程度
Guglielmo Maria Caporale,Luis Alberiko Gil-Alana,Carlos Poza
Guglielmo Maria Caporale
This paper analyses the possible effects of the Covid-19 pandemic on the degree of persistence of US monthly stock prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966-Dec...
The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence [0.03%]
新冠疫情对伊斯兰金融市场与传统金融市场的不同影响：国际实证研究
Hela Mzoughi,Amine Ben Amar,Fateh Belaid et al.
Hela Mzoughi et al.
The current global COVID-19 pandemic is adversely affecting financial markets, including commodities, conventional stocks, and Islamic stocks. This paper empirically investigates the extent to which COVID-19 effects may drive interdependenc...