ArticleFinance research letters2020
Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil.
Article in Finance research letters, 2020. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 57 papers.
What it found
Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.
The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
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Who cites it
57 citing papers in PubMed, 291 citations in OpenAlex.
- COVID-19's influence on Karachi stock exchange: A comparative machine learning algorithms study for forecasting.Heliyon · 2024Article
- Article
- Dynamics and Co-movements Between the COVID-19 Outbreak and the Stock Market in Latin American Countries: An Evaluation Based on the Wavelet-Partial Wavelet Coherence Model.Evaluation review · 2023Article
- The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index.The Quarterly review of economics and finance : journal of the Midwest Economics Association · 2023Article
- Role of proliferation COVID-19 media chatter in predicting Indian stock market: Integrated framework of nonlinear feature transformation and advanced AI.Expert systems with applications · 2023Article
- Government Bonds and COVID-19. An International Evaluation Under Different Market States.Evaluation review · 2023Article
- How media coverage news and global uncertainties drive forecast of cryptocurrencies returns?Heliyon · 2023Article
- Does US full vaccination against COVID-19 immunize correspondingly S&P500 index: Evidence from the NARDL approach.Heliyon · 2023Article
- Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis.International review of financial analysis · 2023Article
- Forecasting oil, coal, and natural gas prices in the pre-and post-COVID scenarios: Contextual evidence from India using time series forecasting tools.Resources policy · 2023Article
- U.S. network and low-cost carriers' performance in response to COVID-19: Strictness of government policies and passengers' panic.Research in transportation business & management · 2023Article
- The impact of the COVID-19 outbreak on the connectedness of the BRICS's term structure.Humanities & social sciences communications · 2023Article
- World pandemic uncertainty and German stock market: evidence from Markov regime-switching and Fourier based approaches.Quality & quantity · 2023Article
- COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries.SN business & economics · 2023Article
- On the effects of Covid-19 pandemic on stock prices: an imminent global threat.Quality & quantity · 2023Article
- The impact of COVID-19 induced panic on stock market returns: A two-year experience.Economic analysis and policy · 2022Article
- Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach.Resources policy · 2022Article
- Slack Resources, Corporate Performance, and COVID-19 Pandemic: Evidence from China.International journal of environmental research and public health · 2022Article
- Transfer Entropy Granger Causality between News Indices and Stock Markets in U.S. and Latin America during the COVID-19 Pandemic.Entropy (Basel, Switzerland) · 2022Article
- Dependence between Chinese stock market and Vietnamese stock market during the Covid-19 pandemic.Heliyon · 2022Article
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
1 author at 1 institution in 1 country.
Funding
No grant is acknowledged in the PubMed record.
Abstract
•I investigate the stock market's reaction to coronavirus news in the top six most affected countries by the pandemic.•The fake news exerts a negative nonlinear influence on the inferior and the middle quantiles throughout the distribution of returns.•The media coverage leads to a decrease in returns across middle and superior quantiles and has no effects on the inferior ones.•During COVID19 turmoil superior quantiles of returns distribution exhibit negative dependence on past performances, while inferior and middle quantiles are not affected by this phenomenon.•The gold return has a positive correlation with the stock markets, which amplifies during extreme bearish and bullish periods indicating that it does not behave as a "Safe Havens" asset.
Identifiers
What OpenQuestion holds
Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.