SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The impact of the COVID-19 pandemic on the nexus between the investor’s sentiment and the financial market dynamics: evidence from the Chinese market
16 references·2 citing·40 second hopsampled
The impact of the COVID-19 pandemic on the nexus between the investor’s sentiment and the financial market dynamics: evidence from the Chinese market (2022)The impact of the COVID-19 pandemic on th…The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…The impact of COVID-19 on emerging stock markets (2020)The impact of COVID-19 on eme…The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the …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…Financial contagion during COVID–19 crisis (2020)Financial contagion during CO…Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns (2020)Death and contagious infectio…COVID-19 and finance: Agendas for future research (2020)COVID-19 and finance: Agendas…Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition (2020)Country Responses and the Rea…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…International comovement of stock market returns: A wavelet analysis (2009)International comovement of s…Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Using machine learning to forecast clean energy, commodities, green bonds and ESG index prices: How important is financial stress? (2024)Using machine learning to for…The spillover effects among financial stress, investor sentiment, and GCC stock markets: evidence under the bearish and bullish market states (2024)The spillover effects among f…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)A STATE‐PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE (1973)Trust: The Social Virtues and the Creation of Prosperity (1996)The macroeconomic consequences of disasters (2008)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)The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China (2020)The impact of the SARS outbreak on Taiwanese hotel stock performance: An event-study approach (2006)Stock prices and geographic proximity of information: Evidence from the Ebola outbreak (2017)Coronavirus (COVID-19) — An epidemic or pandemic for financial markets (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)Feverish Stock Price Reactions to COVID-19* (2020)The Coronavirus and the Great Influenza Pandemic: Lessons from the “Spanish Flu” for the Coronavirus’s Potential Effects on Mortality and Economic Activity (2020)Correlations in Price Changes and Volatility across International Stock Markets (1990)Transmission of Volatility between Stock Markets (1990)Is the correlation in international equity returns constant: 1960–1990? (1995)Aggregate Confusion: The Divergence of ESG Ratings (2019)Measuring Economic Policy Uncertainty* (2016)COVID-Induced Economic Uncertainty (2020)The Cost of the Covid-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending (2020)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,735 cited
  • 2020Financial markets under the global pandemic of COVID-192,567 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,814 cited
  • 2020COVID-19 and finance: Agendas for future research1,735 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,642 cited
  • 2020Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns1,557 cited
  • 2020Stock markets’ reaction to COVID-19: Cases or fatalities?1,358 cited
  • 2020Financial contagion during COVID–19 crisis1,000 cited
  • 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies934 cited
  • 2009International comovement of stock market returns: A wavelet analysis855 cited
  • 2020

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

The impact of COVID-19 on emerging stock markets
675 cited
  • 2020Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition650 cited
  • Cited by

    • 2024Using machine learning to forecast clean energy, commodities, green bonds and ESG index prices: How important is financial stress?24 cited
    • 2024The spillover effects among financial stress, investor sentiment, and GCC stock markets: evidence under the bearish and bullish market states17 cited