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In search of COVID-19 and stock market behavior
16 references·1 citing·42 second hop
In search of COVID-19 and stock market behavior (2021)In search of COVID-19 and stock market be…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…Information demand and stock market volatility (2012)Information demand and stock …The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…In Search of Attention (2011)In Search of AttentionSentiment and stock prices: The case of aviation disasters (2009)Sentiment and stock prices: T…Winter Blues: A SAD Stock Market Cycle (2003)Winter Blues: A SAD Stock Mar…Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric Volatility and Ris…Stock Returns and Volatility (1990)Stock Returns and VolatilityNoise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Stock Volatility and the Crash of '87 (1989)Stock Volatility and the Cras…The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)The stochastic behavior of co…Stock returns and the weekend effect (1980)Stock returns and the weekend…On the Estimation of Security Price Volatilities from Historical Data (1980)On the Estimation of Security…Some New Stock-Market Indexes (1966)Some New Stock-Market IndexesEffects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure (2023)Effects of the first wave of …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Time Series Analysis: Forecasting and Control (1977)Threshold heteroskedastic models (1994)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)The distribution of realized stock return volatility (2001)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)The valuation of options for alternative stochastic processes (1976)Estimating betas from nonsynchronous data (1977)Range‐Based Estimation of Stochastic Volatility Models (2002)Forecasting Volatility in Financial Markets: A Review (2003)Volatility forecast comparison using imperfect volatility proxies (2010)Common risk factors in the returns on stocks and bonds (1993)Global, local, and contagious investor sentiment (2011)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Expected Stock Returns and Variance Risk Premia (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Manager sentiment and stock returns (2018)Economic policy uncertainty: A literature review (2019)Investor Psychology and Security Market Under‐ and Overreactions (1998)Policy Uncertainty and Corporate Investment (2015)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)
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  • 2012Information demand and stock market volatility

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  • 2023Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure27 cited