A note on tweeting and equity markets before and during the Covid-19 pandemic
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DOI: 10.1016/j.frl.2021.102224
Abstract: ABSTRACT We are grateful for the insightful comments provided by the editor and the anonymous referees. Joseph French acknowledges financial support from a Monfort College of Business Summer Research Grant. We investigate the differential effects… read more here.
Keywords: markets covid; tweeting equity; equity markets; equity ... See more keywords
World equity markets and COVID-19: Immediate response and recovery prospects
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DOI: 10.1016/j.ribaf.2020.101349
Abstract: The actual macroeconomic impacts of the COVID-19 pandemic will be realized over time; however, its impact on financial markets was much faster and dramatic. Following the spread of the pandemic, most global equity markets experienced… read more here.
Keywords: equity; rescue packages; recovery; markets covid ... See more keywords
Integration of financial markets during COVID-19: a dynamic correlation analysis on Euronext
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DOI: 10.1080/13504851.2021.1983133
Abstract: This article investigates the reaction of integrated financial markets to the COVID-19 pandemic. Using a dynamic conditional correlation model on Euronext Stock Exchange, I find that the integration of financial markets can act as a… read more here.
Keywords: markets covid; integration financial; covid dynamic; correlation ... See more keywords