ArticleResearch in international business and finance2021
Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach.
Article in Research in international business and finance, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 10 papers.
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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.
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Who cites it
10 citing papers in PubMed.
- Article
- Impact of COVID-19 on China's business and economic conditions: the importance of quantile asymmetries.Environmental science and pollution research international · 2023Article
- COVID-19 pandemic and stock market performance: A comparative study of emerging economies.Heliyon · 2023Article
- Emerging markets equities' response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era.Heliyon · 2023Article
- Are life insurance futures a safe haven during COVID-19?Financial innovation · 2023Article
- Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis.Journal of economic asymmetries · 2022Article
- Exchange rate response to economic policy uncertainty: evidence beyond asymmetry.Humanities & social sciences communications · 2022Article
- Investor sentiments and stock markets during the COVID-19 pandemic.Financial innovation · 2022Article
- Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach.Research in international business and finance · 2021Article
- How Air Quality Affect Health Industry Stock Returns: New Evidence From the Quantile-on-Quantile Regression.Frontiers in public health · 2021Article
Corrections and comments
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Authors and funding
3 authors.
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No grant is acknowledged in the PubMed record.
Abstract
Various studies have been conducted to examine the effect of COVID-19 on stock prices. However, these studies failed to examine the effect across quantile distributions of both dependent and independent variables. This study pays particular attention to the emerging 7 countries and examines the effect of the novel coronavirus 2019 (COVID-19) pandemic on stock prices. We use quantile unit root and quantile cointegration tests to examine the integrating properties of COVID-19 cases and deaths with stock prices and use quantile-on-quantile regression (QQR) to examine the relationship across quantile distributions of both dependent and independent variables. Quantile cointegration estimates indicate that stock prices are integrated with COVID-19 cases whereas QQR estimates indicate a weak positive relationship at the upper quantiles of stock prices, and a strong negative effect is found at the lower quantiles of stock prices. Policy implications are recommended based on the findings of this study.
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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.