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Does the Indian Financial Market Nosedive because of the COVID-19 Outbreak, in Comparison to after Demonetisation and the GST?
16 references·16 citing·34 second hopsampled
Does the Indian Financial Market Nosedive because of the COVID-19 Outbreak, in Comparison to after Demonetisation and the GST? (2020)Does the Indian Financial Market Nosedive…The Coronavirus and the Great Influenza Pandemic: Lessons from the “Spanish Flu” for the Coronavirus’s Potential Effects on Mortality and Economic Activity (2020)The Coronavirus and the Great…Oil Price News and COVID-19—Is There Any Connection? (2020)Oil Price News and COVID-19—I…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns (2020)Death and contagious infectio…COVID-19: Media coverage and financial markets behavior—A sectoral inquiry (2020)COVID-19: Media coverage and …Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition (2020)Country Responses and the Rea…Coronavirus (COVID-19) — An epidemic or pandemic for financial markets (2020)Coronavirus (COVID-19) — An e…Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)Dynamic linkages among oil pr…Aggregate price effects of institutional trading: a study of mutual fund flow and market returns (2001)Aggregate price effects of in…A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…Modeling the conditional distribution of interest rates as a regime-switching process (1996)Modeling the conditional dist…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …A test for independence based on the correlation dimension (1996)A test for independence based…Autoregressive conditional heteroskedasticity and changes in regime (1994)Autoregressive conditional he…A Markov Model of Switching-Regime ARCH (1994)A Markov Model of Switching-R…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…ESG Disclosure and Firm Performance: An Asset-Pricing Approach (2023)ESG Disclosure and Firm Perfo…COVID-19 and finance scholarship: A systematic and bibliometric analysis (2022)COVID-19 and finance scholars…Uncertainty, venture capital and entrepreneurial enterprise innovation—Evidence from companies listed on China's GEM (2021)Uncertainty, venture capital …The impact of the COVID-19 outbreak on Chinese-listed tourism stocks (2021)The impact of the COVID-19 ou…Impact of COVID-19 on Financial Constraints and the Moderating Effect of Financial Technology (2021)Impact of COVID-19 on Financi…Identifying the influence of natural disasters on technological innovation (2021)Identifying the influence of …Government Fighting Pandemic, Stock Market Return, and COVID-19 Virus Outbreak (2021)Government Fighting Pandemic,…Gold and US sectoral stocks during COVID-19 pandemic (2021)Gold and US sectoral stocks d…From a Recession to the COVID-19 Pandemic: Inflation–Unemployment Comparison between the UK and India (2021)From a Recession to the COVID…Effects of the COVID-19 pandemic on stock market returns and volatilities: evidence from selected emerging economies (2021)Effects of the COVID-19 pande…Do Banking and Financial Services Sectors Show Herding Behaviour in Indian Stock Market Amid COVID-19 Pandemic? Insights from Quantile Regression Approach (2021)Do Banking and Financial Serv…COVID-19 fear and volatility index movements: empirical insights from ASEAN stock markets (2021)COVID-19 fear and volatility …Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed? (2021)Connectedness between oil and…An assessment of how COVID-19 changed the global equity market (2021)An assessment of how COVID-19…Pandemics and the emerging stock markets (2020)Pandemics and the emerging st…COVID-19 and uncertainty spillovers in Indian stock market (2020)COVID-19 and uncertainty spil…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Forecasting Volatility in Financial Markets: A Review (2003)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Empirical modelling of contagion: a review of methodologies (2005)Economic Reforms, FDI, and Economic Growth in India: A Sector Level Analysis (2008)Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies (2016)Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Transforming Traditional Agriculture. (1964)How Are Small Businesses Adjusting to COVID-19? Early Evidence from a Survey (2020)Labor Markets During the COVID-19 Crisis: A Preliminary View (2020)The Cost of the Covid-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Econometric Analysis of Panel Data (2021)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)COVID–19’s Impact on Stock Prices Across Different Sectors—An Event Study Based on the Chinese Stock Market (2020)Implications of COVID-19 Pandemic on the Global Trade Networks (2020)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Financial contagion during COVID–19 crisis (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 1994Autoregressive conditional heteroskedasticity and changes in regime1,835 cited
  • 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
  • 2020Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns1,435 cited
  • 2020The Coronavirus and the Great Influenza Pandemic: Lessons from the “Spanish Flu” for the Coronavirus’s Potential Effects on Mortality and Economic Activity804 cited
  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 2020Coronavirus (COVID-19) — An epidemic or pandemic for financial markets715 cited
  • 2020Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition650 cited
  • 1994A Markov Model of Switching-Regime ARCH638 cited
  • 2020COVID-19: Media coverage and financial markets behavior—A sectoral inquiry567 cited
  • 2001Aggregate price effects of institutional trading: a study of mutual fund flow and market returns

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401 cited
  • 2016Dynamic linkages among oil price, gold price, exchange rate, and stock market in India367 cited
  • 2020Oil Price News and COVID-19—Is There Any Connection?361 cited
  • Cited by

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    • 2021Government Fighting Pandemic, Stock Market Return, and COVID-19 Virus Outbreak112 cited
    • 2021The impact of the COVID-19 outbreak on Chinese-listed tourism stocks104 cited
    • 2021Identifying the influence of natural disasters on technological innovation102 cited
    • 2020Pandemics and the emerging stock markets90 cited
    • 2021Effects of the COVID-19 pandemic on stock market returns and volatilities: evidence from selected emerging economies88 cited
    • 2022COVID-19 and finance scholarship: A systematic and bibliometric analysis85 cited
    • 2021Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?82 cited
    • 2023ESG Disclosure and Firm Performance: An Asset-Pricing Approach62 cited
    • 2021Gold and US sectoral stocks during COVID-19 pandemic58 cited
    • 2021Impact of COVID-19 on Financial Constraints and the Moderating Effect of Financial Technology52 cited
    • 2021An assessment of how COVID-19 changed the global equity market49 cited
    • 2021Do Banking and Financial Services Sectors Show Herding Behaviour in Indian Stock Market Amid COVID-19 Pandemic? Insights from Quantile Regression Approach44 cited
    • 2021From a Recession to the COVID-19 Pandemic: Inflation–Unemployment Comparison between the UK and India43 cited
    • 2020COVID-19 and uncertainty spillovers in Indian stock market43 cited
    • 2021Uncertainty, venture capital and entrepreneurial enterprise innovation—Evidence from companies listed on China's GEM38 cited