Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19 [0.03%]
新冠疫情下的数字货币信息共享:互信息和约简熵视角
Ata Assaf,Husni Charif,Ender Demir
Ata Assaf
In this paper, we use mutual information approach to investigate the information sharing between cryptocurrencies during the COVID-19 crisis. We also use the approximate entropy to study their dynamics before COVID-19 and during the pandemi...
COVID-19 social distancing measures and economic growth: Distinguishing short- and long-term effects [0.03%]
新冠肺炎疫情期间的社交距离措施与经济增长:短期和长期影响几何
Badar Nadeem Ashraf,John W Goodell
Badar Nadeem Ashraf
Social distancing policies have been criticized for their adverse effect on economies. However, we evidence that while they have a short-run adverse effect, they also have a long-run recovery effect on economic growth. Utilizing quarterly g...
Insider vs. outsider CEO and firm performance: Evidence from the Covid-19 pandemic [0.03%]
内幕者与门外汉CEO与公司业绩:来自新冠疫情期间的证据
Md Reiazul Haque,Bobae Choi,Doowon Lee et al.
Md Reiazul Haque et al.
We examine the connection between firm performance and a CEO's previous position (inside or outside the firm), using Covid-19 as an exogenous shock. Firms led by insider CEOs outperformed those led by outsider CEOs in terms of return on ass...
The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic [0.03%]
基于有关COVID-19新闻的数据看非同质化代币板块和媒体关注度的关联及波动性传染:新证据
Zaghum Umar,Afsheen Abrar,Adam Zaremba et al.
Zaghum Umar et al.
We study the relationship between return and volatility of non-fungible tokens (NFT) segments and media coverage during the outbreak of the COVID-19 pandemic in a connectedness framework. We document media coverage as a net transmitter of s...
Tonmoy Choudhury,Harald Kinateder,Biwesh Neupane
Tonmoy Choudhury
The COVID-19 pandemic raised the question whether gold and sovereign bonds are a safe haven during epidemics. We study the effectiveness as safe haven during the epidemics caused by SARS, Ebola, Zika, Swine Flu, and COVID-19. To this end, t...
Corporate social performance and firm debt levels: Impacts of the covid-19 pandemic and institutional environments [0.03%]
新冠疫情与制度环境下的企业社会责任绩效与杠杆水平研究
Min Bai,Ly Ho
Min Bai
This paper examines the relation between corporate social performance (CSP) and firm debt levels and explores the channels between them by focusing on the ongoing health crisis, the COVID-19 pandemic. We use a large sample of public firms f...
Daniel Tut
Daniel Tut
We study the effects of epidemic diseases on corporate investment. Epidemic diseases tend to be unanticipated and exogenous to firms' decisions. Using difference-in-difference estimation strategy and a firm-level exposure to an epidemic dis...
COVID-19 pandemic improves market signals of cryptocurrencies-evidence from Bitcoin, Bitcoin Cash, Ethereum, and Litecoin [0.03%]
新冠疫情下加密货币市场信号的改善——来自比特币、比特现金、以太坊和莱特币的证据
Samuel Asumadu Sarkodie,Maruf Yakubu Ahmed,Phebe Asantewaa Owusu
Samuel Asumadu Sarkodie
The COVID-19 global pandemic has disrupted business-as-usual, hence, affecting sustained economic development across countries. However, it appears economic uncertainty following COVID-19 containment measures favor market signals of cryptoc...
Jumps and stock market variance during the COVID-19 pandemic: Evidence from international stock markets [0.03%]
新冠疫情下的股市跳变与波动性:来自国际股市的证据
Qing Zeng,Xinjie Lu,Tao Li et al.
Qing Zeng et al.
Based on the work of Buncic and Gisler (2017), this paper investigates whether the roles of jump components will change in forecasting the volatility of international equity markets during the COVID-19 pandemic. Interestingly, in contrast t...
Does sustainable competitive advantage make a difference in stock performance during the Covid-19 pandemic? [0.03%]
可持续的竞争优势在新冠疫情期间对股票表现有影响吗?
Huaibing Yu
Huaibing Yu
Although firms with sustainable competitive advantage do not yield superior returns in regular years, these firms significantly outperform others during the Covid-19 pandemic. Empirical evidence shows that wide-moat is positively priced by ...