Evidence map›Paper›PMID 35493400›Full record

ArticleChaos, solitons, and fractals2022

Empirical study and model simulation of global stock market dynamics during COVID-19.

Lifu Jin, Bo Zheng, Jiahao Ma, Jiu Zhang, Long Xiong, Xiongfei Jiang, Jiangcheng Li

Abstract read
PubMed Full text at PMC Publisher
In one paragraph

Article in Chaos, solitons, and fractals, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 1 paper.

0numbers the graph read from it
0cells of the map it votes in
1citing 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

1 citing paper in PubMed.

  1. Article
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

7 authors.

Lifu JinSchool of Physics, Zhejiang University, Hangzhou 310027, PR China.
Bo ZhengSchool of Physics and Astronomy, Yunnan University, Kunming 650091, PR China.
Jiahao MaSchool of Physics, Zhejiang University, Hangzhou 310027, PR China.
Jiu ZhangSchool of Physics, Zhejiang University, Hangzhou 310027, PR China.
Long XiongSchool of Physics and Astronomy, Yunnan University, Kunming 650091, PR China.
Xiongfei JiangCollege of Finance and Information, Ningbo University of Finance and Economics, Ningbo 315175, PR China.
Jiangcheng LiSchool of Finance, Yunnan University of Finance and Economics, Kunming 650221, PR China.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

At the beginning of 2020, COVID-19 swept the world and changed various aspects of human society, such as economy and finance, life and health, migration and population. We first empirically study how the dynamic behaviors of stock markets are affected by COVID-19, and focus on the large volatility dynamics, variation-fluctuation correlation function and epidemic-fluctuation correlation function. Then we generalize the Heston model to simulate the global stock market dynamics, and an epidemic index computed from empirical data is directly taken as the external force in the modelling.

Indexed as

Complex systemsCOVID-19Financial dynamicsHeston model

Identifiers

PMID35493400
PMCPMC9040430

What OpenQuestion holds

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Read underepoch 390

Registered trials

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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.