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Market reactions to the arrival and containment of COVID-19: An event study
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Market reactions to the arrival and containment of COVID-19: An event study (2020)Market reactions to the arrival and conta…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…Financial contagion during COVID–19 crisis (2020)Financial contagion during CO…Feverish Stock Price Reactions to COVID-19* (2020)Feverish Stock Price Reaction…COVID-19 and finance: Agendas for future research (2020)COVID-19 and finance: Agendas…Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)Why Do U.S. Firms Hold So Muc…Institutional Investors and the Informational Efficiency of Prices (2009)Institutional Investors and t…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Short sales, institutional investors and the cross-section of stock returns (2005)Short sales, institutional in…Short interest, institutional ownership, and stock returns (2005)Short interest, institutional…The Cash Flow Sensitivity of Cash (2004)The Cash Flow Sensitivity of …The market for borrowing stock (2002)The market for borrowing stockEvent Studies in Economics and Finance (1997)Event Studies in Economics an…Commonality in the determinants of expected stock returns (1996)Commonality in the determinan…Financial Distress and Corporate Performance (1994)Financial Distress and Corpor…Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Liquidation Values and Debt C…The effects of dividend yield and dividend policy on common stock prices and returns (1974)The effects of dividend yield…Are the European Union stock markets vulnerable to the Russia–Ukraine war? (2023)Are the European Union stock …The performance of Islamic versus conventional stocks during the COVID-19 shock: Evidence from firm-level data (2022)The performance of Islamic ve…Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis (2022)Modelling the asymmetric effe…COVID‐19, ESG investing, and the resilience of more sustainable stocks: Evidence from European firms (2022)COVID‐19, ESG investing, and …Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world (2021)Immunizing markets against th…Global financial crisis and COVID-19: Industrial reactions (2021)Global financial crisis and C…ESG scores and the response of the S&P 1500 to monetary and fiscal policy during the Covid-19 pandemic (2021)ESG scores and the response o…Banking sector reactions to COVID-19: The role of bank-specific factors and government policy responses (2021)Banking sector reactions to C…Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach (2021)Asymmetric effect of COVID-19…Analysis of the impact of COVID-19 pandemic on G20 stock markets (2021)Analysis of the impact of COV…The Quest for Multidimensional Financial Immunity to the COVID-19 Pandemic: Evidence from International Stock Markets (2020)The Quest for Multidimensiona…The impact of policy responses to COVID-19 on U.S. travel and leisure companies (2020)The impact of policy response…The COVID-19 Pandemic and Sovereign Bond Risk (2020)The COVID-19 Pandemic and Sov…Stock market reaction to COVID-19: Evidence from U.S. Firms’ International exposure (2020)Stock market reaction to COVI…How to Survive a Pandemic: The Corporate Resiliency of Travel and Leisure Companies to the COVID-19 Outbreak (2020)How to Survive a Pandemic: Th…Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic (2020)Does responsible investing pa…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Limits of Arbitrage (1995)A Survey of Corporate Governance (1997)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)On Persistence in Mutual Fund Performance (1997)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)A STATE‐PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE (1973)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)Safe haven or risky hazard? 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(1997)The theory and practice of corporate finance: evidence from the field (2001)New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index (2010)Corporate social responsibility and access to finance (2013)The determinants and implications of corporate cash holdings (1999)Default Risk in Equity Returns (2004)In Search of Distress Risk (2008)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)The Unprecedented Stock Market Impact of COVID-19 (2020)
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References

  • 1997Event Studies in Economics and Finance4,623 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 2004The Cash Flow Sensitivity of Cash3,523 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 2009Why Do U.S. Firms Hold So Much More Cash than They Used To?2,896 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 1994Financial Distress and Corporate Performance1,660 cited
  • 2020COVID-19 and finance: Agendas for future research1,596 cited
  • 2020Feverish Stock Price Reactions to COVID-19*1,199 cited
  • 2005Short sales, institutional investors and the cross-section of stock returns1,186 cited
  • 2002The market for borrowing stock1,161 cited
  • 1996Commonality in the determinants of expected stock returns1,066 cited
  • 2005Short interest, institutional ownership, and stock returns1,012 cited
  • 1974The effects of dividend yield and dividend policy on common stock prices and returns1,002 cited
  • 2020Financial contagion during COVID–19 crisis937 cited
  • 2009Institutional Investors and the Informational Efficiency of Prices

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  • 2023Are the European Union stock markets vulnerable to the Russia–Ukraine war?161 cited
  • 2021Global financial crisis and COVID-19: Industrial reactions151 cited
  • 2022COVID‐19, ESG investing, and the resilience of more sustainable stocks: Evidence from European firms147 cited
  • 2020Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic141 cited
  • 2021Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world139 cited
  • 2020How to Survive a Pandemic: The Corporate Resiliency of Travel and Leisure Companies to the COVID-19 Outbreak133 cited
  • 2021Banking sector reactions to COVID-19: The role of bank-specific factors and government policy responses132 cited
  • 2020The impact of policy responses to COVID-19 on U.S. travel and leisure companies113 cited
  • 2020The Quest for Multidimensional Financial Immunity to the COVID-19 Pandemic: Evidence from International Stock Markets105 cited
  • 2020Stock market reaction to COVID-19: Evidence from U.S. Firms’ International exposure103 cited
  • 2021Analysis of the impact of COVID-19 pandemic on G20 stock markets89 cited
  • 2021Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach85 cited
  • 2022Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis79 cited
  • 2021ESG scores and the response of the S&P 1500 to monetary and fiscal policy during the Covid-19 pandemic68 cited
  • 2020The COVID-19 Pandemic and Sovereign Bond Risk67 cited
  • 2022The performance of Islamic versus conventional stocks during the COVID-19 shock: Evidence from firm-level data62 cited