COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations [0.03%]
新冠疫情与原油市场风险：利用非能源金融创新进行对冲防护措施
Afees A Salisu,Kingsley Obiora
Afees A Salisu
This study examines the hedging effectiveness of financial innovations against crude oil investment risks, both before and during the COVID-19 pandemic. We focus on the non-energy exchange traded funds (ETFs) as proxies for financial innova...
Preventing crash in stock market: The role of economic policy uncertainty during COVID-19 [0.03%]
新冠疫情下的股市暴跌及其不确定性因素——经济政策不确定性发挥的作用分析
Peng-Fei Dai,Xiong Xiong,Zhifeng Liu et al.
Peng-Fei Dai et al.
This paper investigates the impact of economic policy uncertainty (EPU) on the crash risk of US stock market during the COVID-19 pandemic. To this end, we use the GARCH-S (GARCH with skewness) model to estimate daily skewness as a proxy for...
Introduction to the special issue on Impact of COVID-19 and cryptocurrencies on the global financial market [0.03%]
新冠疫情与加密货币对全球金融市场的影响专题介绍
Hui Xiao,Xiong Xiong,Weiwei Chen
Hui Xiao
The impact of the COVID-19 outbreak on Chinese-listed tourism stocks [0.03%]
新冠疫情对中国上市旅游企业的影响分析——基于股市反应的视角
Wenmin Wu,Chien-Chiang Lee,Wenwu Xing et al.
Wenmin Wu et al.
This research explored the effects of the coronavirus disease (COVID-19) outbreak on stock price movements of China's tourism industry by using an event study method. The results showed that the crisis negatively impacted tourism sector sto...
Radeef Chundakkadan
Radeef Chundakkadan
In this study, we investigate the impact of the light-a-lamp event that occurred in India during the COVID-19 lockdown. This event happened across the country, and millions of people participated in it. We link this event to the stock marke...
Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers [0.03%]
新冠疫情对美国股票部门的影响：来自分位数收益溢出的证据
Syed Jawad Hussain Shahzad,Elie Bouri,Ladislav Kristoufek et al.
Syed Jawad Hussain Shahzad et al.
The aim of this study is to examine the extreme return spillovers among the US stock market sectors in the light of the COVID-19 outbreak. To this end, we extend the now-traditional Diebold-Yilmaz spillover index to the quantiles domain by ...
Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? [0.03%]
新冠肺炎流行下的股票市场动态关联性：经济政策不确定性因素影响几何？
Manel Youssef,Khaled Mokni,Ahdi Noomen Ajmi
Manel Youssef
This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the...
COVID-19 and instability of stock market performance: evidence from the U.S [0.03%]
COVID-19与美国股市表现的不稳定性的关系：实证研究
Hui Hong,Zhicun Bian,Chien-Chiang Lee
Hui Hong
The effect of COVID-19 on stock market performance has important implications for both financial theory and practice. This paper examines the relationship between COVID-19 and the instability of both stock return predictability and price vo...
Identifying the key factors of subsidiary supervision and management using an innovative hybrid architecture in a big data environment [0.03%]
基于大数据环境的子公司监督与管制关键因素识别——使用创新混合架构
Kuang-Hua Hu,Ming-Fu Hsu,Fu-Hsiang Chen et al.
Kuang-Hua Hu et al.
In a highly intertwined and connected business environment, globalized layout planning can be an effective way for enterprises to expand their market. Nevertheless, conflicts and contradictions always exist between parent and subsidiary ent...
Financial development during COVID-19 pandemic: the role of coronavirus testing and functional labs [0.03%]
新冠疫情下的金融发展：新冠病毒检测和功能性实验室的作用
Muhammad Khalid Anser,Muhammad Azhar Khan,Khalid Zaman et al.
Muhammad Khalid Anser et al.
The outbreak of the SARS-CoV-2 virus in early 2020, known as COVID-19, spread to more than 200 countries and negatively affected the global economic output. Financial activities were primarily depressed, and investors were reluctant to star...