COVID-19 and Housing Prices: Australian Evidence with Daily Hedonic Returns [0.03%]
COVID-19与房价：来自澳大利亚每日特征价格收益率的证据
Maggie R Hu,Adrian D Lee,Dihan Zou
Maggie R Hu
Using daily hedonic housing price index for five Australian capital cities, we document a negative relationship between prior COVID-19 cases and daily housing returns. Specifically, the daily housing return drops by 0.35 basis points or 1.2...
Performance of gold-backed cryptocurrencies during the COVID-19 crisis [0.03%]
黄金支持的加密货币在COVID-19危机中的表现
Shaista Wasiuzzaman,Hajah Siti Wardah Haji Abdul Rahman
Shaista Wasiuzzaman
This study is aimed at investigating the performance of Gold-backed cryptocurrencies during the COVID-19 crisis and in particular, during the bear market of 2020. Analysis is conducted on the daily returns of PAX Gold from 2 October 2019 to...
Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model [0.03%]
COVID-19冲击对实际股票价格和实际汇率影响的全球证据：基于阈值增强型GVAR模型的反事实分析
Afees A Salisu,Taofeek O Ayinde,Rangan Gupta et al.
Afees A Salisu et al.
In this study, we offer a global perspective on the impacts of the COVID-19 pandemic on financial markets using a multi-country Threshold-Augmented Global Vector Autoregressive Model of Chudik et al. (2020). We document a negative impact of...
Yerzhan Tokbolat,Hang Le
Yerzhan Tokbolat
This paper examines the impact of corporate diversification on stock returns during and after the market crash caused by Covid-19. Using regression and survival analyses, we find that diversified firms experience worse returns and slower im...
Corporate dividend policy in the time of COVID-19: Evidence from the G-12 countries [0.03%]
COVID-19时期的公司分红政策：来自G-12国家的证据
Heba Ali
Heba Ali
This paper examines how the COVID-19 pandemic affects corporate dividend policy. Utilizing a sample of 8889 firms listed in the G-12 countries, the findings show that although the proportion of dividend cuts and omissions is significantly h...
Comparing gold's and Bitcoin's safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach [0.03%]
对比黄金和比特币在COVID-19疫情期间作为避险资产与能源商品的vine copula方法研究
Khreshna Syuhada,Djoko Suprijanto,Arief Hakim
Khreshna Syuhada
This paper aims to compare the safe-haven roles of gold and Bitcoin for energy commodities, including oils and petroleum, during COVID-19. Specifically, we examine the presence of reduction in downside risk after mixing gold/Bitcoin with su...
Why Was There More Household Stock Market Participation During the COVID-19 Pandemic? [0.03%]
为什么在COVID-19疫情期间有更多的家庭参与股市？
Wenyuan Zheng,Bingqing Li,Zhiyong Huang et al.
Wenyuan Zheng et al.
Although the nation was experiencing an economic downturn due to the COVID-19 pandemic outbreak, we nonetheless observed an increase in household equity share value relative to both domestic market capitalization and retail investors' tradi...
John M Maheu,Thomas H McCurdy,Yong Song
John M Maheu
The COVID-19 pandemic has caused severe disruption worldwide. We analyze the aggregate U.S. stock market during this period, including implications for both short and long-horizon investors. We identify bull and bear market regimes includin...
Xing Yi,Caiquan Bai,Siyuan Lyu et al.
Xing Yi et al.
The paper applies the event study method and econometric models to investigate the impacts of COVID-19 on China's green bond market for the first time. We find that (1) the COVID-19 pandemic has significant impacts on China's green bond mar...
Hsuan-Chi Chen,Chia-Wei Yeh
Hsuan-Chi Chen
We study industrial reactions to both the global financial crisis of 2008 and the COVID-19 pandemic. Although most industries in the U.S. suffered from the two events, the stock performance of most industries started to recover following th...