Evidence map›Paper›PMID 35431668›Full record

ArticleFinance research letters2022

Dynamic co-movements of COVID-19 pandemic anxieties and stock market returns.

Xiaoling Yu, Kaitian Xiao, Junping Liu

Abstract read
In one paragraph

Article in Finance research letters, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 8 papers.

0numbers the graph read from it
0cells of the map it votes in
8citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

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.

2 · The registry

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.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

8 citing papers in PubMed.

  1. Article
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  7. A shot for the US economy.Finance research letters · 2022
    Article
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4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

3 authors.

Xiaoling YuSchool of Business, Sun Yat-Sen University, GuangZhou, China.
Kaitian XiaoDepartment of Management and Business, Simon Kuznets Kharkiv National University of Economics, Kharkiv, Ukraine.
Junping LiuLaw School, Xiangtan University, Xiangtan, China.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

In this study, we constructed two pandemic anxiety indexes based on an assumption that people's emotions fluctuate with the COVID-19 reported cases and deaths, to examine the dynamic co-movements between these anxiety indexes and the stock markets in the BRICS and G7 countries. We found that the anxiety indexes are volatile over time but have an overall downtown trend. The correlations between stock market returns and the epidemic anxiety indexes are time varying. We found a common feature across the countries studied, namely that the correlation becomes weaker and has smaller fluctuations after the announcement of the mRNA-based COVID-19 vaccine.

Indexed as

Co-movementCOVID-19DCC–GARCHPandemic anxiety indexStock market

Identifiers

PMID35431668
PMCPMC8994442

What OpenQuestion holds

Textmetadata
Read underepoch 390

Registered trials

None linked

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.