COVID-19 pandemic news and stock market reaction during the onset of the crisis: evidence from high-frequency data

Autor:	Toan Luu Duc Huynh, Maximilian Ambros, Mustafa Kilinc, Michael Frenkel
Jazyk:	angličtina
Rok vydání:	2020
Předmět:	2019-20 coronavirus outbreak Economics and Econometrics Coronavirus disease 2019 (COVID-19) Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) Pandemic medicine Frequency data Stock market Business Monetary economics medicine.disease_cause Stock (geology) Coronavirus
Zdroj:	Applied Economics Letters
ISSN:	1466-4291 1350-4851
DOI:	10.1080/13504851.2020.1851643
Popis:	Using 30-minute tick returns, we examine the impact of changes in the number of COVID-19 news on eight different stock markets during the initial two months of the coronavirus crisis 2020. We do no...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::622e3b8e8e47b46364b1538f4e3e6429 Zobrazit plný text záznamu