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When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion
16 references·3 citing·49 second hop
When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion (2024)When the markets get CO.V.I.D: COntagion,…The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash (2020)Resiliency of Environmental a…Mutual Fund Performance and Flows during the COVID-19 Crisis (2020)Mutual Fund Performance and F…Firm-Level Exposure to Epidemic Diseases: COVID-19, SARS, and H1N1 (2020)Firm-Level Exposure to Epidem…Feverish Stock Price Reactions to COVID-19* (2020)Feverish Stock Price Reaction…Coronavirus: Impact on Stock Prices and Growth Expectations (2020)Coronavirus: Impact on Stock …Hedging Climate Change News (2019)Hedging Climate Change NewsFirm-Level Political Risk: Measurement and Effects* (2019)Firm-Level Political Risk: Me…A Demand System Approach to Asset Pricing (2018)A Demand System Approach to A…Financial Intermediation, International Risk Sharing, and Reserve Currencies (2017)Financial Intermediation, Int…News implied volatility and disaster concerns (2016)News implied volatility and d…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…International tests of a five-factor asset pricing model (2016)International tests of a five…The Pre-FOMC Announcement Drift (2012)The Pre-FOMC Announcement Dri…In Search of Attention (2011)In Search of AttentionSubstitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Textual Analysis in Financial Research and Practice: A Literature Review (2025)Textual Analysis in Financial…Disaster resilience and asset prices (2023)Disaster resilience and asset…CSR and firm value: is CSR valuable during the COVID 19 crisis in the French market? (2023)CSR and firm value: is CSR va…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)The Logic of Collective Action (1965)Toward a More General Theory of Regulation (1976)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)The economic effects of trade policy uncertainty (2019)Measuring Geopolitical Risk (2022)Firm‐Level Climate Change Exposure (2023)Corporate Social Responsibility: A Theory of the Firm Perspective (2001)Corporate Social and Financial Performance: A Meta-Analysis (2003)The Social Responsibility of Business Is to Increase Its Profits (2007)COVID-19 and stock market volatility: An industry level analysis (2020)ESG activities and banking performance: International evidence from emerging economies (2020)Does CSR matter in times of crisis? Evidence from the COVID-19 pandemic (2021)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)The Unprecedented Stock Market Impact of COVID-19 (2020)An Intertemporal Capital Asset Pricing Model (1973)Econometric Analysis of Cross Section and Panel Data (2001)Economic policy uncertainty: A literature review (2019)Text as Data (2019)Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Choosing factors (2018)Quality minus junk (2018)The History of the Cross-Section of Stock Returns (2018)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)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)The Pricing of Options and Corporate Liabilities (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Dissecting green returns (2022)COVID-Induced Economic Uncertainty (2020)Economic uncertainty before and during the COVID-19 pandemic (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)
this work references cited by second hop

References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2011In Search of Attention3,088 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,514 cited
  • 2019Firm-Level Political Risk: Measurement and Effects*1,492 cited
  • 2019Hedging Climate Change News1,484 cited
  • 2020Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash1,227 cited
  • 2020Feverish Stock Price Reactions to COVID-19*1,199 cited
  • 2016International tests of a five-factor asset pricing model930 cited
  • 2016News implied volatility and disaster concerns725 cited
  • 2018A Demand System Approach to Asset Pricing686 cited
  • 2012The Pre-FOMC Announcement Drift630 cited
  • 2020Coronavirus: Impact on Stock Prices and Growth Expectations468 cited
  • 2017Financial Intermediation, International Risk Sharing, and Reserve Currencies446 cited
  • 2020Firm-Level Exposure to Epidemic Diseases: COVID-19, SARS, and H1N1369 cited
  • 2020

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Mutual Fund Performance and Flows during the COVID-19 Crisis
319 cited

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  • 2023Disaster resilience and asset prices76 cited
  • 2023CSR and firm value: is CSR valuable during the COVID 19 crisis in the French market?40 cited
  • 2025Textual Analysis in Financial Research and Practice: A Literature Review1 cited