Reaction of stock market returns to COVID-19 pandemic and lockdown policy: evidence from Nigerian firms stock returns [PDF]
Future Business Journal, 2021 Given the effects COVID-19 pandemic on the financial sectors across the world, this study examined the reaction of stock returns of 201 firms listed in the Nigerian Stock Exchange to the COVID-19 pandemic and lockdown policy.
Isiaka Akande Raifu +2 more
doaj +3 more sources
Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications. [PDF]
Environ Sci Pollut Res Int, 2022 The current research paper identifies the current dynamics in the oil price-stock market nexus to provide a research overview and suggest further research directions.
Bashir MF.
europepmc +2 more sources
Dynamic co-movements of COVID-19 pandemic anxieties and stock market returns. [PDF]
Financ Res Lett, 2022 In this study, we constructed two pandemic anxiety indexes based on an assumption that people's emotions fluctuate with the COVID-19 reported cases and deaths, to examine the dynamic co-movements between these anxiety indexes and the stock markets in the
Yu X, Xiao K, Liu J.
europepmc +2 more sources
Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns. [PDF]
J Behav Exp Finance, 2020 This study investigates whether contagious infectious diseases affect stock market outcomes. As a natural experiment, we use panel data analysis to test the effect of the COVID-19 virus, which is a contagious infectious disease, on the Chinese stock ...
Al-Awadhi AM +3 more
europepmc +2 more sources
Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil. [PDF]
Financ Res Lett, 2020 Highlights • I investigate the stock market's reaction to coronavirus news in the top six most affected countries by the pandemic.• The fake news exerts a negative nonlinear influence on the inferior and the middle quantiles throughout the distribution ...
Cepoi CO.
europepmc +2 more sources
Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach. [PDF]
Financ Res Lett, 2020 Highlights • It is the first work which focuses on three indicators of the financial market, namely volatility expectations, correlation expectations and illiquidity during the COVID-19 crisis.• We examine structural breaks in the stock market returns ...
Just M, Echaust K.
europepmc +2 more sources
Testing the nexus between stock market returns and inflation in Nigeria: Does the effect of COVID-19 pandemic matter? [PDF]
J Public Aff, 2020 Given the palpable fear generated by the threat of COVID‐19 pandemic and the bearish sentiments of stock investors, this study represents one of the first efforts towards testing the effect of COVID‐19 on the stock market returns‐inflation relationship ...
Jelilov G, Iorember PT, Usman O, Yua PM.
europepmc +2 more sources
Metal Returns, Stock Returns and Stock Market Volatility
Economía, 2015 Given the extensive participation of mining stocks in the Peruvian stock market, the Lima Stock Exchange (BVL) provides an ideal setting for exploring both the impact of metal returns on mining stock returns and stock market volatility, and the ...
Mauricio Zevallos, Carlos del Carpio
doaj +2 more sources
Market multiples and stock returns among emerging and developed financial markets
Borsa Istanbul Review, 2021 This paper compares the impact of market multiples on stock returns between emerging (ASEAN) and developed (European) financial markets. A t-test, fixed effects, and GMM are applied to a sample of 4725 firms for fifteen years.
Tahir Akhtar
doaj +3 more sources
COVID-19 Cases, Deaths, Vaccinations and Malaysian Islamic Stock Market Returns
Journal of International Business, Economics and Entrepreneurship, 2022 Coronavirus (COVID-19) has been the greatest disrupting pandemic that results in economy and social devastations. This study aims to explore the impact of novel COVID-19 pandemic on Islamic stock market returns in Malaysia.
Lain-Tze Tee, Si-Roei Kew
doaj +3 more sources