Evidence map›Paper›PMID 35698596›Full record

ArticleAnnals of operations research2022

COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens.

Rabin K Jana, Indranil Ghosh, Fredj Jawadi, Gazi Salah Uddin, Ricardo M Sousa

Abstract readNews
PubMed Full text at PMC Publisher
In one paragraph

Article in Annals of operations research, 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

5 authors.

Rabin K JanaOperations & Quantitative Methods Area, Indian Institute of Management Raipur, Atal Nagar, CG 493661 India.
Indranil GhoshIT & Analytics Area, Institute of Management Technology Hyderabad, Shamshabad, Hyderabad, Telangana 501218 India.
Fredj JawadiUniv. Lille, ULR 4999 - LUMEN, 59000 Lille, France.ORCID 0000-0003-3655-8391
Gazi Salah UddinDepartment of Management and Engineering, Linköping University, 581 83 Linköping, Sweden.
Ricardo M SousaDepartment of Economics and Centre for Research in Economics and Management (NIPE), University of Minho, Campus of Gualtar, 4710-057 Braga, Portugal.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

This study investigates the impact of COVID-19 on the US equity market during the first wave of Coronavirus using a wide range of econometric and machine learning approaches. To this end, we use both daily data related to the US equity market sectors and data about the COVID-19 news over January 1, 2020-March 20, 2020. Accordingly, we show that at an early stage of the outbreak, global COVID-19s fears have impacted the US equity market even differently across sectors. Further, we also find that, as the pandemic gradually intensified its footprint in the US, local fears manifested by daily infections emerged more powerfully compared to its global counterpart in impairing the short-term dynamics of US equity markets.

Indexed as

Co-integrationCOVID-19Detrended cross-correlation analysisMachine learningThe US equity market

Identifiers

PMID35698596
PMCPMC9175525

What OpenQuestion holds

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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.