Amanjot Singh
Amanjot Singh
I examine the spillover effects across the three different long-short portfolio indices during the COVID-19 pandemic. The relative outperformance of the ESG portfolio, reported by Nofsinger and Varma (2014) and Lins et al. (2017), comes fro...
Regina Ortmann,Matthias Pelster,Sascha Tobias Wengerek
Regina Ortmann
How do retail investors respond to the outbreak of COVID-19? We use transaction-level trading data to show that investors significantly increase their trading activities as the COVID-19 pandemic unfolds, both at the extensive and at the int...
The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China [0.03%]
金融危机期间ESG绩效的作用：“COVID-19在中国的证据”
David C Broadstock,Kalok Chan,Louis T W Cheng et al.
David C Broadstock et al.
We examine the role of ESG performance during market-wide financial crisis, triggered in response to the COVID-19 global pandemic. The unique circumstances create an inimitable opportunity to question if investors interpret ESG performance ...
Stock return predictability over four centuries: The role of commodity returns [0.03%]
四百年来的股票收益预测性：商品收益的作用
Bernard Njindan Iyke,Sin-Yu Ho
Bernard Njindan Iyke
We merge two unique historical datasets on commodity and stock prices covering four centuries and three leading stock markets (Netherlands, UK, and US) to show that, consistent with theoretical predictions, commodity returns can predict sto...
Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective [0.03%]
传染病大流行与国际股票市场的永久性波动性的关系研究：长期视角分析
Lan Bai,Yu Wei,Guiwu Wei et al.
Lan Bai et al.
Understanding the impact of infectious disease pandemic on stock market volatility is of great concerns for investors and policy makers, especially during recent new coronavirus spreading period. Using an extended GARCH-MIDAS model and a ne...
The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets [0.03%]
COVID-19爆发对原油和黄金市场泡沫的传染效应分析
Cheima Gharib,Salma Mefteh-Wali,Sami Ben Jabeur
Cheima Gharib
This paper examines the causal relationship between crude oil and gold spot prices to assess how the economic impact of COVID-19 has affected them. We analyze West Texas Light crude oil (WTI) and gold prices from January 4, 2010, to May 4, ...
Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic [0.03%]
死亡，恐慌，封锁和美国股市：COVID-19大流行病的情况
Ahmed S Baig,Hassan Anjum Butt,Omair Haroon et al.
Ahmed S Baig et al.
This study investigates the impact of COVID-19 pandemic on the microstructure of US equity markets. In particular, we explain the liquidity and volatility dynamics via indexes that capture multiple dimensions of the pandemic. Our results su...
Claudiu Tiberiu Albulescu
Claudiu Tiberiu Albulescu
We empirically investigate the effect of the official announcements regarding the COVID-19 new cases of infection and fatality ratio, on the financial markets volatility in the United States (US). We consider both COVID-19 global and US fig...
Covid-19 and Optimal Portfolio Selection for Investment in Sustainable Development Goals [0.03%]
COVID-19与投资可持续发展目标的最优资产配置选择
Naoyuki Yoshino,Farhad Taghizadeh-Hesary,Miyu Otsuka
Naoyuki Yoshino
The Covid-19 pandemic and global economic recession has shrunk global energy demand and collapsed fossil fuel prices. Therefore, renewable energy projects are losing their competitiveness. This endangers the achievement of several Sustainab...
Mert Topcu,Omer Serkan Gulal
Mert Topcu
The goal of this study is to investigate the impact of COVID-19 on emerging stock markets over the period March 10 - April 30, 2020. Findings reveal that the negative impact of pandemic on emerging stock markets has gradually fallen and beg...