Zhi Su,Peng Liu,Tong Fang
Zhi Su
We construct a pandemic-induced fear (PIF) index to measure fear of the COVID-19 pandemic using Internet search volumes of the Chinese local search engine and empirically investigate the impact of fear of the pandemic on Chinese stock marke...
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect [0.03%]
加密货币在新冠疫情期间的回溯波动性：评估新闻影响
Afees A Salisu,Ahamuefula E Ogbonna
Afees A Salisu
In this paper, we test the role of news in the predictability of return volatility of digital currency market during the COVID-19 pandemic. We use hourly data for cryptocurrencies and daily data for the news indicator, thus, the GARCH MIDAS...
COVID-19 and A-share banks' stock price volatility: From the perspective of the epidemic evolution in China and the US [0.03%]
新冠疫情下的A股银行股价波动——基于中美疫情演变的视角
Shanshan Li
Shanshan Li
With a financial market dominated by indirect financing, China's banking system played a critical role in the government's response to COVID-19, which piqued our interest in the short-term impact of COVID-19 on the risk of China's banks. Ex...
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies [0.03%]
新冠肺炎疫情期间绿色债券、可再生能源股票和碳市场之间的动态溢出效应及其对对冲和投资策略的启示
Aviral Kumar Tiwari,Emmanuel Joel Aikins Abakah,David Gabauer et al.
Aviral Kumar Tiwari et al.
This study has been inspired by the emergence of socially responsible investment practices in mainstream investment activity as it examines the transmission of return patterns between green bonds, carbon prices, and renewable energy stocks,...
High-speed railway opening and urban green productivity in the post-COVID-19: Evidence from green finance [0.03%]
疫情后高铁开通与城市绿色生产力：基于绿色金融的证据
Qunxi Kong,Chenrong Shen,Rongrong Li et al.
Qunxi Kong et al.
In an era during which the COVID-19 pandemic continues to spread, high-speed railway (HSR), as one of the key influencers of urban green development, has a significant impact on urban green finance and green productivity. This paper uses HS...
COVID-19 and time-frequency connectedness between green and conventional financial markets [0.03%]
新冠肺炎疫情下绿色与传统金融市场的时间频率关联性分析
Muhammad Arif,Mudassar Hasan,Suha M Alawi et al.
Muhammad Arif et al.
Against the backdrop of the exponentially growing trend in green finance investments and the calls for green recovery in the post-COVID world, this study presents the time-frequency connectedness between green and conventional financial mar...
Ajim Uddin,Xinyuan Tao,Dantong Yu
Ajim Uddin
Recent studies suggest that networks among firms (sectors) play a vital role in asset pricing. This paper investigates these implications and develops a novel end-to-end graph neural network model for asset pricing by combining and modifyin...