Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Behavioral and Experimental Finance"
DOI: 10.1016/j.jbef.2021.100477
Abstract: The closure of borders and traditional commerce due to the COVID-19 pandemic is expected to have a lasting financial impact. We determine whether the growth in COVID-19 affected index prices by examining equity markets in… read more here.
Keywords: risk; index; risk stock; stock markets ... See more keywords
Idiosyncratic Risk, Stock Returns and Investor Sentiment
Sign Up to like & getrecommendations! Published in 2018 at "Asian Economic and Financial Review"
DOI: 10.18488/journal.aefr.2018.87.914.924
Abstract: A growing number of studies show that idiosyncratic risk is positively related to stock returns. However, the results of such works are not consistent with each other. Since the weighting function of prospect theory is… read more here.
Keywords: sentiment; idiosyncratic risk; risk stock; stock returns ... See more keywords