ArticleFrontiers in public health2022
Uncertainty, Search Engine Data, and Stock Market Returns During a Pandemic.
Article in Frontiers in public health, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.
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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.
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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Authors and funding
3 authors.
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No grant is acknowledged in the PubMed record.
Abstract
In recent years, a series of uncertain events, including the spread of COVID-19, has affected the Chinese stock market. When people face uncertainty, they often turn to internet search engines to obtain more information to support their investment decisions. This paper uses the uncertainty index, investor sentiment reflected by search engine data, and Chinese stock return data during the pandemic to examine the relationships among the three. Using daily data from March 2, 2020, to March 2, 2021, our empirical findings reveal that stock returns during a pandemic lead to an increase in investor retrieval of search engine data and that uncertainty affects stock returns during a pandemic. However, the reverse is not true. Therefore, in the face of an uncertainty such as market volatility caused by the spread of the pandemic, the active release of favorable information by regulators can help guide investor sentiment, prevent sharp stock market volatility, and improve the effectiveness of policy governance.
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