ArticleFinance research letters2022
Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets.
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 12 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.
Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.
Who cites it
12 citing papers in PubMed.
- Article
- Unleashing the pandemic volatility: A glimpse into the stock market performance of developed economies during COVID-19.Heliyon · 2024Article
- Article
- Article
- The response of money market funds to the COVID-19 pandemic.Finance research letters · 2023Article
- When the market got the first dose: Stock volatility and vaccination campaign in COVID-19 period.Heliyon · 2023Article
- Did weekly economic index and volatility index impact US food sales during the first year of the pandemic?Financial innovation · 2023Article
- Stock market volatility from the Covid-19 pandemic: New evidence from the Asia-Pacific region.Heliyon · 2022Article
- COVID-19 vaccines and global stock markets.Finance research letters · 2022Article
- How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty.Research in international business and finance · 2022Article
- The price of COVID-19-induced uncertainty in the options market.Economics letters · 2022Article
- The stock market reaction to COVID-19 vaccination in ASEAN.F1000Research · 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
5 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
We investigate the relationship between the daily release of COVID-19 related announcements, defensive government interventions, and stock market volatility, drawing upon an extended time period of one year, to independently test, confirm and iteratively improve on previous research findings. We categorize stock markets into emerging and developed markets and consider differences and similarities utilizing an asymmetric measure of volatility. We find that there are major differences between these markets with respect to investors' interpretation of risk in response to daily new confirmed cases, death rates, recovery rates, and different defensive government interventions. We suggest explanations for these differences, in terms of national culture, and the quality of governance. Moreover, the development of Pfizer-BioNTech's vaccine is of immense importance to both markets. The findings have implications for tailoring government responses to crises in country-specific contexts.
Indexed as
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.