Covid-19 and investment-cash flow sensitivity: A cross-country analysis [0.03%]
新冠肺炎疫情下的投资现金流敏感性：各国面对新冠疫情时的投资反应差异分析
Thi Hong An Thai,Thi Thuy Anh Vo,Mieszko Mazur
Thi Hong An Thai
This study investigates investment-cash flow sensitivity during the COVID-19 economic crisis. Using an international sample of publicly listed firms, we find that the sensitivity of capital expenditures to cash flows is significantly reduce...
COVID-19, a blessing in disguise for the Tech sector: Evidence from stock price crash risk [0.03%]
疫情之下，股市中技术板块的“劫后余生”——基于股价暴跌风险的证据
Ashrafee T Hossain,Abdullah-Al Masum,Jian Xu
Ashrafee T Hossain
In this paper we document that although COVID-19 has brought uncertainties to the overall economy, the Technology (tech) sector is the systematic beneficiary of the pandemic. Using a quasi-natural setup, we find a significant notion that th...
Haoyuan Ding,Bo Pu,Jiezhou Ying
Haoyuan Ding
This paper investigates the direct and spillover portfolio effects from the global outbreak of COVID-19. We find that an increase of the newly added cases of one specific country causes investors to significantly decrease their portfolio al...
Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach [0.03%]
基于机器学习的方法预测新冠疫情下的监管信用损失模型
Marta Ramos González,Antonio Partal Ureña,Pilar Gómez Fernández-Aguado
Marta Ramos González
The economic onslaught of the COVID-19 pandemic has compromised the risk management of financial institutions. The consequences related to such an unprecedented situation are difficult to foresee with certainty using traditional methods. Th...
COVID-19 and stock returns: Evidence from the Markov switching dependence approach [0.03%]
COVID-19与股票收益的关系：来自状态转换相关方法的证据
Ahmed Bouteska,Taimur Sharif,Mohammad Zoynul Abedin
Ahmed Bouteska
This paper aims to investigate the regime-switching and time-varying dependence between the COVID-19 pandemic and the US stock markets using a Markov-switching framework. It makes two contributions to the empirical literature by showing tha...
Machine learning sentiment analysis, COVID-19 news and stock market reactions [0.03%]
机器学习情感分析，COVID-19新闻与股市反应
Michele Costola,Oliver Hinz,Michael Nofer et al.
Michele Costola et al.
The recent COVID-19 pandemic represents an unprecedented worldwide event to study the influence of related news on the financial markets, especially during the early stage of the pandemic when information on the new threat came rapidly and ...
What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis [0.03%]
我们能从宏观突发事件的市场反应中了解什么？来自COVID-19危机的证据
Houssam Bouzgarrou,Zied Ftiti,Waël Louhichi et al.
Houssam Bouzgarrou et al.
We investigate the impact of macroeconomic surprise and uncertainty on G7 financial markets around COVID-19 pandemic using two real-time, real-activity indexes recently constructed by Scotti (2016). We applies the wavelet analysis to detect...
Effect of twitter investor engagement on cryptocurrencies during the COVID-19 pandemic [0.03%]
COVID-19大流行期间Twitter投资者互动对加密货币的影响
Ahmed Bouteska,Petr Hajek,Mohammad Zoynul Abedin et al.
Ahmed Bouteska et al.
This study aims to examine whether the prices and returns of two cryptocurrencies, Dogecoin and Ethereum, are affected by Twitter engagement following the COVID-19 pandemic. We use the autoregressive integrated moving average with explanato...
Comparing COVID-19 with the GFC: A shockwave analysis of currency markets [0.03%]
新冠疫情与全球金融危机比较：汇率市场的冲击分析
Samet Gunay
Samet Gunay
I analyze the shockwave effect of the COVID-19 pandemic on currency markets, with a comparison to the global financial crisis (GFC), employing Kapetanios m-break unit root test, investigations of standalone risk measures-downside variance, ...
Financial performances, entrepreneurial factors and coping strategy to survive in the COVID-19 pandemic: case of Vietnam [0.03%]
新冠疫情中的财务业绩、创业因素及生存对策——以越南为例
Huan Huu Nguyen,Vu Minh Ngo,Anh Nguyen Tram Tran
Huan Huu Nguyen
Vietnam has been one of a few countries that successfully contained the COVID-19 pandemic. However, aggressive measurements against the pandemic were at the expense of economic activities and companies' financial performances. This cross-se...