ArticleHeliyon2022
A sectoral-level analysis of the short- and long-term impacts of the COVID-19 pandemic on China's stock market volatility.
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.
What it found
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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
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Who cites it
5 citing papers in PubMed, 24 citations in OpenAlex.
- Unleashing the pandemic volatility: A glimpse into the stock market performance of developed economies during COVID-19.Heliyon · 2024Article
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- Does US full vaccination against COVID-19 immunize correspondingly S&P500 index: Evidence from the NARDL approach.Heliyon · 2023Article
- Article
- Article
Corrections and comments
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Authors and funding
3 authors at 1 institution in 1 country.
Funding
No grant is acknowledged in the PubMed record.
Abstract
Sampling China's Shenyin & Wanguo Sectoral Indices for 28 industries and 3272 listed firms included in those indices, and using industry- and firm-level daily data up to December 31, 2020, this paper empirically examined the short- and long-run impacts of the COVID-19 pandemic on stock return volatility. The results of the event study and univariate graphic analysis suggested that the market volatilities of the 28 industries were affected by COVID-19 events at various levels and that the events increased the volatility continuously for up to 6 days. The results of the panel data regression models revealed that the COVID-19-related daily new confirmed cases, daily new deaths, and cumulative cured cases were associated with higher volatility for all industries, although the impact levels were small; the daily deaths impacted volatility more than confirmed and cured cases. Finally, positive and significant effects of firm-specific variables such as total assets, turnover ratio and trading volume were recorded, indicating that fundamental aspects of the company and investors' behaviour also made great sense.
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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.