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Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis
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Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis (2021)Infectious diseases tracking and sectoral…The Unprecedented Stock Market Impact of COVID-19 (2020)The Unprecedented Stock Marke…The socio-economic implications of the coronavirus pandemic (COVID-19): A review (2020)The socio-economic implicatio…The Coronavirus and the Great Influenza Pandemic: Lessons from the “Spanish Flu” for the Coronavirus’s Potential Effects on Mortality and Economic Activity (2020)The Coronavirus and the Great…Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Stock markets’ reaction to CO…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…Feverish Stock Price Reactions to COVID-19* (2020)Feverish Stock Price Reaction…Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns (2020)Death and contagious infectio…COVID-19: Media coverage and financial markets behavior—A sectoral inquiry (2020)COVID-19: Media coverage and …Coronavirus (COVID-19) — An epidemic or pandemic for financial markets (2020)Coronavirus (COVID-19) — An e…Stock market response to environmental policies: Evidence from heavily polluting firms in China (2019)Stock market response to envi…Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach (2019)Do Asian emerging stock marke…Stock prices and geographic proximity of information: Evidence from the Ebola outbreak (2017)Stock prices and geographic p…The Positive and Negative Impacts of the Sars Outbreak: A Case of the Taiwan Industries (2009)The Positive and Negative Imp…The impact of the SARS outbreak on Taiwanese hotel stock performance: An event-study approach (2006)The impact of the SARS outbre…An Empirical Investigation of the Arbitrage Pricing Theory (1980)An Empirical Investigation of…The arbitrage theory of capital asset pricing (1976)The arbitrage theory of capit…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Financial Intermediation and Delegated Monitoring (1984)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Efficient Capital Markets: II (1991)Transforming Traditional Agriculture. (1964)The impact of COVID-19 on small business outcomes and expectations (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Econometric Analysis of Panel Data (2021)Introduction to Econophysics (1999)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition (2020)COVID–19’s Impact on Stock Prices Across Different Sectors—An Event Study Based on the Chinese Stock Market (2020)Implications of COVID-19 Pandemic on the Global Trade Networks (2020)Cultures and Organizations: Software of the Mind. (1993)Econometric Analysis of Cross Section and Panel Data (2001)COVID-19 and the United States financial markets’ volatility (2020)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Corporate Immunity to the COVID-19 Pandemic (2020)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)Financial contagion during COVID–19 crisis (2020)Inequality in the impact of the coronavirus shock: Evidence from real time surveys (2020)Impact of COVID-19 pandemic on mental health in the general population: A systematic review (2020)Impacts of the COVID-19 Pandemic on Life of Higher Education Students: A Global Perspective (2020)COVID-19 Vaccine Hesitancy Worldwide: A Concise Systematic Review of Vaccine Acceptance Rates (2021)
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References

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  • 2017Stock prices and geographic proximity of information: Evidence from the Ebola outbreak392 cited
  • 2019Stock market response to environmental policies: Evidence from heavily polluting firms in China295 cited

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  • 2019Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach234 cited
  • 2009The Positive and Negative Impacts of the Sars Outbreak: A Case of the Taiwan Industries203 cited
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