Does the Covid-19 pandemic affect faith-based investments? Evidence from global sectoral indices [0.03%]
新冠疫情会影响基于信仰的投资吗？来自全球行业指数的证据
Munusamy Dharani,M Kabir Hassan,Mustafa Raza Rabbani et al.
Munusamy Dharani et al.
In this paper, we aim to investigate the influence of the Covid-19 on the behavior of the S&P 1200 Shariah and non-Shariah sectoral indices over the period from 1st October 2010 to 29th October 2020. We contribute to the global literature b...
Carlos Fernández-Méndez,Shams Pathan
Carlos Fernández-Méndez
During the COVID-19 pandemic, we find that Australian firms with environmentally sustainable practices generated higher abnormal returns. Firms with CEOs who were exposed to significant health risks from COVID-19 experienced poorer stock ma...
Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach [0.03%]
COVID-19大流行对E7股票指数的非对称影响：来自分位数回归方法的证据
Shabir Mohsin Hashmi,Bisharat Hussain Chang,Li Rong
Shabir Mohsin Hashmi
Various studies have been conducted to examine the effect of COVID-19 on stock prices. However, these studies failed to examine the effect across quantile distributions of both dependent and independent variables. This study pays particular...
Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance? [0.03%]
解决COVID-19危机中中国股市反应的拼图：替代资产能否提供有效的对冲表现？
Salma Tarchella,Abderrazak Dhaoui
Salma Tarchella
Against COVID-19 risks, this paper examines the hedging performance of alternative assets including some financial assets and commodities futures for the Chinese stock market in a multi-scale setting. Dynamic conditional correlations and op...
Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis [0.03%]
COVID-19引发的恐慌对环境、社会和治理领导者股票波动的影响：时频分析
Zaghum Umar,Mariya Gubareva,Dang Khoa Tran et al.
Zaghum Umar et al.
We apply wavelet analyses to study how the Covid-19 fueled panic influenced the volatility of ESG (environmental, social and governance) leaders' indices encompassing the World, the USA, Europe, China, and the Emerging Markets. We document ...
Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19 [0.03%]
捕捉比特币的传染网络—来自新冠前和中期的证据
Xiaochun Guo,Fengbin Lu,Yunjie Wei
Xiaochun Guo
COVID-19 is the first global scale crisis since the inception of Bitcoin. We compare the contagion phenomenon of Bitcoin and other financial markets or assets pre and during the COVID-19 shock in both contemporaneous and non-contemporaneous...
Yuta Saito,Jun Sakamoto
Yuta Saito
This paper examines the implications of lockdown policies during early stages of pandemics for asset prices. We build a simple susceptible-infected-recovered model with microeconomic foundations, which allows us to obtain qualitative result...
Impact of COVID-19 on stock market efficiency: Evidence from developed countries [0.03%]
COVID-19对股市效率的影响：来自发达国家的证据
Oktay Ozkan
Oktay Ozkan
This study investigates the impact of the novel coronavirus (COVID-19) pandemic on stock market efficiency for six hard-hit developed countries, namely, the United States (US), Spain, the United Kingdom (UK), Italy, France, and Germany. App...
Did COVID-19 change spillover patterns between Fintech and other asset classes? [0.03%]
COVID-19是否改变了金融科技与其他资产类别之间的外溢模式？
Lan-Tn Le,Larisa Yarovaya,Muhammad Ali Nasir
Lan-Tn Le
This study examines the spillover effect between financial technology (Fintech) stocks and other financial assets (gold, Bitcoin, a global equity index, crude oil, and the US Dollar) during the COVID-19 crisis. Employing daily data from Jun...
Masayasu Kanno
Masayasu Kanno
The novel coronavirus disease (COVID-19) is one of the worst pandemics in human history. Our research objective is to assess the contagion effect on Japanese firms and to evaluate the Japanese government's COVID-19 measures during the perio...