COVID-19 social distancing and the US service sector: What do we learn? [0.03%]
社会距离与美国服务业：关于 COVID-19 我们能了解些什么？
Samet Gunay,Bekir Emre Kurtulmuş
Samet Gunay
This study investigates the impact of COVID-19 social distancing on the US service sector. Results from four industry indexes (hotels, entertainment, restaurants and airlines) indicate that conditional correlations among index pairs exhibit...
World equity markets and COVID-19: Immediate response and recovery prospects [0.03%]
全球股市与COVID-19：即时反应和复苏前景
Ünal Seven,Fatih Yılmaz
Ünal Seven
Following the spread of the COVID-19 pandemic, most global equity market indices experienced significant falls. Recognizing the severe economic impacts of the pandemic, starting from mid-March, many governments announced unprecedented econo...
Does COVID-19 open a Pandora's box of changing the connectedness in energy commodities? [0.03%]
COVID-19是否开启了改变能源商品相关性的潘多拉魔盒？
Boqiang Lin,Tong Su
Boqiang Lin
With the rapid spread of coronavirus, the global financial markets have been undergoing tremendous changes, which bring investors more risks in the short term. Against such background, this study concentrates on the far-reaching energy comm...
Afees A Salisu,Xuan Vinh Vo,Brian Lucey
Afees A Salisu
In this study, we examine the hedging relationship between gold and US sectoral stocks during the COVID-19 pandemic. We employ a multivariate volatility framework, which accounts for salient features of the series in the computation of opti...
Vulnerability of financial markets in India: The contagious effect of COVID-19 [0.03%]
印度金融市场的脆弱性：COVID-19的传染效应
Purnima Rao,Nisha Goyal,Satish Kumar et al.
Purnima Rao et al.
This study aims to examine the impact of COVID-19 on financial markets, using emerging market data. Specifically, panel data regression is applied on 3200 observations for daily market returns during lockdown in India. The event study metho...
COVID-19 Sentiment and the Chinese Stock Market: Evidence from the Official News Media and Sina Weibo [0.03%]
新冠肺炎情绪与中国股市的关系研究——来自官方新闻媒体和新浪微博的证据
Yuejiao Duan,Lanbiao Liu,Zhuo Wang
Yuejiao Duan
This study quantitatively measures the Chinese stock market's reaction to sentiments regarding the Novel Coronavirus 2019 (COVID-19). Using 6.3 million items of textual data extracted from the official news media and Sina Weibo blogsite, we...
In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types [0.03%]
新冠肺炎疫情期间的安全避风资产探求：不同类型投资者的经验分析
Mustafa Disli,Ruslan Nagayev,Kinan Salim et al.
Mustafa Disli et al.
This study assesses the role of gold, crude oil and cryptocurrency as a safe haven for traditional, sustainable, and Islamic investors during the COVID-19 pandemic crisis. Using Wavelet coherence analysis and spillover index methodologies i...
Product line transformation, foreign sales, and firm value: Evidence from COVID-19 pandemic governance in urban China [0.03%]
产品线转型、海外销售与企业价值：来自中国城市新冠疫情防控的经验证据
Liangliang Wang,Junli Yu,Kam C Chan
Liangliang Wang
Using a sample of Chinese firms, we examine stock market reaction to firms that announce a change in their product lines to those related to COVID-19 management (medical masks and ventilators, among others). We find the market reacts positi...
The historic oil price fluctuation during the Covid-19 pandemic: What are the causes? [0.03%]
疫情期间历史性的石油价格波动的原因是什么？
Thai-Ha Le,Anh Tu Le,Ha-Chi Le
Thai-Ha Le
On 20 April 2020, the West Texas Intermediate (WTI) crude oil price dropped to negative levels for the first time in history. This study examines the factors underlying the historic oil price fluctuation during the Covid-19 pandemic. The au...
Bitcoin's price efficiency and safe haven properties during the COVID-19 pandemic: A comparison [0.03%]
比特币在COVID-19大流行期间的价格效率和避险属性：一项比较研究
Natalia Diniz-Maganini,Eduardo H Diniz,Abdul A Rasheed
Natalia Diniz-Maganini
As the COVID-19 outbreak became a global pandemic, traditional financial market indicators were significantly affected. We examine the price efficiency and net cross-correlations among Bitcoin, gold, a US dollar index, and the Morgan Stanle...