How the cryptocurrency market has performed during COVID 19? A multifractal analysis [0.03%]
疫情期间的加密货币市场表现如何？多重分形分析方法
Emna Mnif,Anis Jarboui,Khaireddine Mouakhar
Emna Mnif
Cryptocurrency markets are complex systems based on speculation. Where investors interact using strategies that generate some biases responsible for endogenous instabilities. This paper investigated the herding biases by quantifying the sel...
David Iheke Okorie,Boqiang Lin
David Iheke Okorie
This article investigates the fractal contagion effect of the COVID-19 pandemic on the stock markets. The stock market information of the top 32 coronavirus affected economies (as of 31st March 2020) was sampled for ex-ante and ex-post COVI...
Di Gong,Tao Jiang,Liping Lu
Di Gong
This paper empirically analyzes the impact of pandemic on the contracting of bank loans. Using data on syndicated loans during the season of H1N1 Swine Flu, we find that more flu is associated with higher loan spreads and smaller loan size....
Osman Ulas Aktas,Lawrence Kryzanowski,Jie Zhang
Osman Ulas Aktas
The intraday volatility effects of price-limit hits for stocks in the BIST-50 index during a volatile period are examined. Our evidence supports the volatility no-effect, dampening and spillover hypotheses depending on whether the lower or ...
Md Akhtaruzzaman,Sabri Boubaker,Ahmet Sensoy
Md Akhtaruzzaman
This study examines how financial contagion occurs through financial and nonfinancial firms between China and G7 countries during the COVID-19 period. The empirical results show that listed firms across these countries, financial and non-fi...
Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic [0.03%]
新冠疫情期间叫Corona的影响：名字效应研究
Shaen Corbet,Yang Hou,Yang Hu et al.
Shaen Corbet et al.
In the midst of the 2020 global COVID-19 pandemic and subsequent financial market collapse, corporate entities have to navigate a number of truly unforeseen contagion risks. However, one such group included those who shared their corporate ...
Did Congress trade ahead? Considering the reaction of US industries to COVID-19 [0.03%]
国会议员有提前交易吗？看看美国各行业对新冠疫情的反应
John W Goodell,Toan Luu Duc Huynh
John W Goodell
During the ongoing COVID-19 pandemic in the US, there has been considerable media attention regarding several US legislators who traded stocks in late January through February 2020. The concern is that these legislators traded in anticipati...
Dayong Zhang,Min Hu,Qiang Ji
Dayong Zhang
The rapid spread of coronavirus (COVID-19) has dramatic impacts on financial markets all over the world. It has created an unprecedented level of risk, causing investors to suffer significant loses in a very short period of time. This paper...
John W Goodell
John W Goodell
This paper highlights the enormous economic and social impact of COVID-19 with respect to articles that have either prognosticated such a large-scale event, and its economic consequences, or have assessed the impacts of other epidemics and ...
Safe haven or risky hazard? Bitcoin during the Covid-19 bear market [0.03%]
避风港还是风险所在？比特币在新冠疫情熊市中的表现
Thomas Conlon,Richard McGee
Thomas Conlon
The Covid-19 bear market presents the first acute market losses since active trading of Bitcoin began. This market downturn provides a timely test of the frequently expounded safe haven properties of Bitcoin. In this paper, we show that Bit...