The Impact of COVID-19 on the Relation Between Retail Investors’ Trading and Stock Returns in the Chinese Market

Tao Bing

19 citations0/0 files storedAsian Economics Letters

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling COVID-19 Pandemic Impacts

Abstract

This paper investigates the relation between retail investors’ flows and returns during the COVID-19 pandemic in the Chinese market using the VAR model. The results show that though the positive feedback trading during the pandemic is weaker than that in the pre-COVID-19 period, the positive feedback trading following negative returns during the crisis is much stronger than that in the pre-COVID-19 period. This implies panic trading.

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2020Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic 2020COVID-19 and Corporate Performance in the Energy Industry 2020COVID-19 and investor behavior 2020Pandemics and the Asia-Pacific Islamic Stocks 2020COVID-19: Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price 2020The COVID-19 IMPACT on the ASIAN STOCK MARKETS 2016Who Moves Markets in a Sudden Marketwide Crisis? Evidence from 9/11 2020Assessing the Impact of the COVID-19 Pandemic on the Greek Energy Firms: An Event Study Analysis

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