Dominik Horváth,Yung-Lin Wang
Dominik Horváth
This paper evaluates the performance of Fama-French models on US stock markets during the selected events by studying the R 2 of the models. We find that the influence of Dotcom bubble to the R 2 of growth model is statistically significant...
Lorenzo Cristofaro,Luis A Gil-Alana,Zhongfei Chen et al.
Lorenzo Cristofaro et al.
Global financial markets experienced distinct collapses during the global financial crisis in 2008 and the COVID-19 pandemic in 2020, and similarity in the underlying nature is still a hot topic to be investigated. This paper investigates t...
COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis [0.03%]
COVID-19与中国主要金融市场风险传染：来自时间变化方差分解和小波相干分析的证据
Qiwei Xie,Lu Cheng,Ranran Liu et al.
Qiwei Xie et al.
COVID-19 has influenced financial markets drastically; however, this influence has received little attention, particularly in China. This study investigates risk spillovers across China's financial and shipping markets through dynamic spill...
Firms' exposures on COVID-19 and stock price crash risk: Evidence from China [0.03%]
新冠疫情对企业股票崩盘风险的影响——来自中国上市公司的证据
Xiaowei Kong,Yifan Jin,Lihua Liu et al.
Xiaowei Kong et al.
This study examines the impact of firms' exposures on COVID-19 sentiment on the stock price crash risk. We show the exposure on COVID-19 sentiment related to the medical, travelling and uncertain aspects significantly increases the stock pr...
How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques [0.03%]
COVID-19如何影响加密货币之间的动态溢出关联性？来自非参数因果量级技术的证据
Syed Ali Raza,Nida Shah,Khaled Guesmi et al.
Syed Ali Raza et al.
This research examines the impact of the COVID-19 on cryptocurrencies' connectedness by employing two techniques: TVP-VAR-based connectedness and causality in the quantiles. First, the TVP-VAR-based connectedness unveils that cryptocurrenci...
National culture and the demand for physical money during the first year of the COVID-19 pandemic [0.03%]
国家文化与新冠大流行初期对现金的需求
Radoslaw Kotkowski
Radoslaw Kotkowski
There was a significant increase in the demand for physical money during the COVID-19 pandemic. This stood in stark contrast to the decline in demand witnessed during previous pandemics. However, the change was not uniform and varied signif...
Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs [0.03%]
理解COVID-19大流行中的数字泡沫：来自DeFi和NFT的证据
Youcef Maouchi,Lanouar Charfeddine,Ghassen El Montasser
Youcef Maouchi
This paper investigates digital financial bubbles amidst the COVID-19 pandemic. Using a sample of 9 DeFi tokens, 3 NFTs, Bitcoin, and Ethereum, we detect several bubbles overlapping the examined cryptoassets. We also uncover DeFi and NFT-sp...
Haowen Luo
Haowen Luo
This paper examines the extent to which COVID-19 affects corporate trade credit policy. We find that COVID-19 significantly accelerates US firms' convergency speed toward the target trade credit. In addition, we find that firms subject to h...
NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic [0.03%]
论NFTs与资产类别传染：来自COVID-19疫情时期的启示
David Y Aharon,Ender Demir
David Y Aharon
In this paper, we analyze the connectedness between returns for non-fungible tokens (NFTs) and other financial assets (equities, bonds, currencies, gold, oil, Ethereum) during the period from January 2018 to June 2021. By using the Time-Var...
The impact of investor attention during COVID-19 on investment in clean energy versus fossil fuel firms [0.03%]
COVID-19期间投资者关注对清洁能源公司与化石燃料公司的投资的影响
Daoxia Wan,Rui Xue,Martina Linnenluecke et al.
Daoxia Wan et al.
The outbreak of the COVID-19 pandemic has had significant negative impacts on financial markets, including energy stock markets. However, recently proposed and implemented green recovery plans may mean that clean energy firms demonstrate be...