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The effect of COVID‐19 on the global stock market
16 references·2 citing·39 second hop
The effect of COVID‐19 on the global stock market (2021)The effect of COVID‐19 on the global stoc…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…Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash (2020)Resiliency of Environmental a…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 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)COVID-19 pandemic, oil prices…COVID-19 and finance: Agendas for future research (2020)COVID-19 and finance: Agendas…Corporate Immunity to the COVID-19 Pandemic (2020)Corporate Immunity to the COV…Political uncertainty and risk premia (2013)Political uncertainty and ris…Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Roughing It Up: Including Jum…Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Econometrics of Testing for J…Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Power and Bipower Variation w…Modeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…The distribution of realized stock return volatility (2001)The distribution of realized …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Noise (1986)NoiseThe Predictive Power of Financial Stress on the Financial Markets Dynamics: Hidden Markov Model (2022)The Predictive Power of Finan…Corporate governance and stock performance: The case of COVID-19 crisis (2021)Corporate governance and stoc…The Behavior of Stock-Market Prices (1965)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)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)A Simple Approximate Long-Memory Model of Realized Volatility (2008)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Option pricing when underlying stock returns are discontinuous (1976)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Realized Variance and Market Microstructure Noise (2006)A STATE‐PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE (1973)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Measuring Economic Policy Uncertainty* (2016)COVID-Induced Economic Uncertainty (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Coherent Measures of Risk (1999)The Cross‐Section of Volatility and Expected Returns (2006)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Protection For Sale (1992)Distributive Politics and Economic Growth (1994)Uncertainty about Government Policy and Stock Prices (2012)Policy Uncertainty and Corporate Investment (2015)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Do Demand Curves for Stocks Slope Down? (1986)The Noise Trader Approach to Finance (1990)Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)Economic uncertainty before and during the COVID-19 pandemic (2020)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2003Modeling and Forecasting Realized Volatility3,887 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 2001The distribution of realized stock return volatility2,264 cited
  • 2004Power and Bipower Variation with Stochastic Volatility and Jumps2,033 cited
  • 1986Noise1,783 cited
  • 2020COVID-19 and finance: Agendas for future research1,596 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,514 cited
  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,488 cited
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  • 2005Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation1,346 cited
  • 2020Stock markets’ reaction to COVID-19: Cases or fatalities?

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1,253 cited
  • 2020Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash1,227 cited
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    • 2021Corporate governance and stock performance: The case of COVID-19 crisis52 cited
    • 2022The Predictive Power of Financial Stress on the Financial Markets Dynamics: Hidden Markov Model17 cited