Asymmetric dependence between stock market returns and news during COVID-19 financial turmoilCosmin-Octavian Cepoi2020-06-17articleFinance research letters291 citationsgreenNo readable copy stored yet — this record is metadata only.COVID-19 Pandemic ImpactsFinancial Risk and Volatility ModelingMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 291 citations exist upstream.References2017Social Media and Fake News in the 2016 Election2012Testing for Granger non-causality in heterogeneous panels2020Financial markets under the global pandemic of COVID-192009Media Coverage and the Cross‐section of Stock Returns2019An overview of online fake news: Characterization, detection, and discussion2012Testing for Granger Non-causality in Heterogeneous Panels2020Financial contagion during COVID–19 crisis2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrenciesCited by2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?2021COVID–19 media coverage and ESG leader indices2021The outbreak of COVID‐19 pandemic and its impact on stock market volatility: Evidence from a worst‐affected economy2022The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets2021Feverish sentiment and global equity markets during the COVID-19 pandemic2021Misinformation, disinformation, and fake news: Cyber risks to business2020Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic2023Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence