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COVID-19 and instability of stock market performance: evidence from the U.S.
16 references·8 citing·43 second hop
COVID-19 and instability of stock market performance: evidence from the U.S. (2021)COVID-19 and instability of stock market …The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Stock markets’ reaction to CO…COVID-19 and finance: Agendas for future research (2020)COVID-19 and finance: Agendas…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Stock Return Predictability: Is it There? (2006)Stock Return Predictability: …Stock Return Predictability: Is it There? (2001)Stock Return Predictability: …Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Dividend yields and expected stock returns (1988)Dividend yields and expected …Stock Returns and the Term Structure (1985)Stock Returns and the Term St…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Relationship among macroeconomic factors and stock prices: cointegration approach from the Indian stock market (2024)Relationship among macroecono…Can innovative industrial clusters enhance urban economic resilience? A quasi-natural experiment based on an innovative pilot policy (2024)Can innovative industrial clu…The path of financial risk spillover in the stock market based on the R-vine-Copula model (2022)The path of financial risk sp…Intellectual capital, sustainable economic and financial performance and value creation in emerging markets: the case of Brazil (2022)Intellectual capital, sustain…COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach (2021)COVID-19 Pandemic and Romania…COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling (2021)COVID-19 and cryptocurrency v…Safe-Haven Properties of Soft Commodities during Times of COVID-19 (2020)Safe-Haven Properties of Soft…Management Disclosure of Risk Factors and COVID-19 (2020)Management Disclosure of Risk…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)The General Theory of Employment, Interest and Money. 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(2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Comparing Predictive Accuracy (1994)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Presidential Address: Discount Rates (2011)Empirical Asset Pricing via Machine Learning (2020)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? Bitcoin during the Covid-19 bear market (2020)Time to Build and Aggregate Fluctuations (1982)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Expected Stock Returns and Variance Risk Premia (2009)The short of it: Investor sentiment and anomalies (2011)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Efficient Market Hypothesis and Its Critics (2003)
this work references cited by second hop

References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1985Stock Returns and the Term Structure2,260 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 2020COVID-19 and finance: Agendas for future research1,596 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,514 cited
  • 2006Stock Return Predictability: Is it There?1,295 cited
  • 2020Stock markets’ reaction to COVID-19: Cases or fatalities?1,253 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

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1,091 cited
  • 2001Stock Return Predictability: Is it There?897 cited
  • Cited by

    • 2024Can innovative industrial clusters enhance urban economic resilience? A quasi-natural experiment based on an innovative pilot policy75 cited
    • 2020Safe-Haven Properties of Soft Commodities during Times of COVID-1973 cited
    • 2020Management Disclosure of Risk Factors and COVID-1968 cited
    • 2022Intellectual capital, sustainable economic and financial performance and value creation in emerging markets: the case of Brazil60 cited
    • 2022The path of financial risk spillover in the stock market based on the R-vine-Copula model53 cited
    • 2021COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling48 cited
    • 2021COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach40 cited
    • 2024Relationship among macroeconomic factors and stock prices: cointegration approach from the Indian stock market38 cited