Theodore Panagiotidis,Georgios Papapanagiotou,Thanasis Stengos
Theodore Panagiotidis
Governments implemented countermeasures to mitigate the spread of the COVID-19 virus. This had a severe effect on the economy. We examine convergence patterns in the evolution of COVID-19 deaths across countries. We aim to investigate wheth...
Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure [0.03%]
新冠疫情第一波疫情对股市隐含波动率的影响：基于Google趋势的国际证据
Stephanos Papadamou,Athanasios P Fassas,Dimitris Kenourgios et al.
Stephanos Papadamou et al.
This paper investigates the relationship between investors' attention, as measured by Google search queries, and equity implied volatility during the COVID-19 outbreak. Recent studies show that search investors' behavior data is an extremel...
Corporate vulnerability in the US and China during COVID-19: A machine learning approach [0.03%]
COVID-19期间中美企业脆弱性差异研究——机器学习方法
Muhammad Asif Khan,Juan E Trinidad Segovia,M Ishaq Bhatti et al.
Muhammad Asif Khan et al.
The impact of COVID-19 on stock market dynamics and other macroeconomic indicators has been extensively researched. However, the question of how it affects corporate vulnerability has received less attention. This article aims to fill this ...
CEO duality and firm performance during the 2020 coronavirus outbreak [0.03%]
2020冠状病毒爆发期间首席执行官二元性和公司绩效
M Kabir Hassan,Reza Houston,M Sydul Karim et al.
M Kabir Hassan et al.
Stewardship theory suggests that CEO duality can provide strong leadership and facilitate the development and coordination of firm strategy. These benefits should affect firm risk and financial performance, particularly when the firm has hi...
Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic [0.03%]
新冠肺炎疫情下的中国股市对美国股市的波动溢出效应
Giang Thi Huong Vuong,Manh Huu Nguyen,Anh Ngoc Quang Huynh
Giang Thi Huong Vuong
The COVID-19 pandemic, which originated in Wuhan, China, precipitated the stock market crash of March 2020. According to published global data, the U.S. has been most affected by the tragedy throughout this outbreak. Understanding the degre...
Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis [0.03%]
COVID-19对房地产投资信托收益的非对称效应建模：分位数回归分析
Ahmed Bossman,Zaghum Umar,Tamara Teplova
Ahmed Bossman
The COVID-19 pandemic has affected all sectors of the economy resulting in unprecedented challenges for market participants, policymakers, and practitioners. This study envisages this issue from the perspective of real estate investment tru...
Does the shape of economic recovery matter? An alternative unit root test with new smooth transition model [0.03%]
经济复苏的形态重要吗？一种新的平滑过渡模型下的备择单位根检验
Mehmet Özcan
Mehmet Özcan
The subject of economic recovery after the Coronavirus pandemic has received much attention in the media and by academics in recent years. Pandemic experience creates a new transition between the pre-pandemic era trend and the post-pandemic...
Stock market in the age of COVID19: Mere acclimatization or Stockholm syndrome? [0.03%]
新冠疫情下的股市：适应症候群还是斯德哥尔摩综合征？
Sarfaraz Ali Shah Syed
Sarfaraz Ali Shah Syed
We investigate the behavior of stock prices to variations in COVID19 infection rate over time. To study the inter-temporal impact of the pandemic on major stock indexes, we apply factor model, and disaggregate the sample period in three COV...
Dynamics and asymmetries between consumer sentiment and consumption in pre- and during-COVID-19 time: Evidence from the US [0.03%]
新冠疫情前与疫情期间美国消费者信心与消费之间的动态及不对称性研究
Salah Abosedra,Nikiforos T Laopodis,Ali Fakih
Salah Abosedra
We study the dynamic relationships between consumer expenditures and consumer sentiment in the pre- and during the COVID-19 periods. Our results indicate that sentiment is closely related to consumption as consumers seem to maintain a long ...
Chokri Zehri
Chokri Zehri
The COVID-19 pandemic shock has harmed the US and East Asian stock markets. Focusing on measuring the inherent correlation, this paper employs a GARCH-Copula CoVaR approach to address the debate on the extreme risk spillovers from the US to...