ArticleHeliyon2022
Stock market volatility from the Covid-19 pandemic: New evidence from the Asia-Pacific region.
Article in Heliyon, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 5 papers.
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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.
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Who cites it
5 citing papers in PubMed.
- Riding the waves: A study of retrun spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic.Heliyon · 2024Article
- Unleashing the pandemic volatility: A glimpse into the stock market performance of developed economies during COVID-19.Heliyon · 2024Article
- Article
- The impact of containment measures and monetary and fiscal responses on US financial markets during the COVID-19 pandemic.Heliyon · 2023Article
- Does US full vaccination against COVID-19 immunize correspondingly S&P500 index: Evidence from the NARDL approach.Heliyon · 2023Article
Corrections and comments
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Authors and funding
3 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
Responses from stock markets to the Covid-19 pandemic appear to change over time. Recent responses might differ as herd mentality in stock markets tends to become herd immunity to the pandemic. This study revisits the pandemic's effects on the Asia-Pacific countries' market volatility over the past 25 months. Primarily, we examine the changes of the impacts of the pandemic on volatility between the first pandemic period (2020) and the second period (January 2021-January 2022). Our findings indicate that implementing pandemic control measures helps reduce market volatility at the country and region levels. The effects of new Covid-19 cases and pandemic control measures on market volatility have been dramatically fading since 2021. The Toda-Yamamoto causality test and the panel impulse response functions from panel VAR estimation are also used for robustness analysis. Based on our findings, it appears that the current pandemic may no longer be blamed for stock market volatility in the Asia-Pacific region.
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Registered trials
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