Does COVID-19-specific news affect stock market liquidity? Evidence from Japan

This article examines the effect of COVID-19-specific news on stock market liquidity in the Japanese Topix 500-listed firms. Our empirical analyses show that both COVID-19 confirmed cases and COVID-19-specific news induce a negative effect on stock market liquidity. These findings suggest that the e...

Descripción completa

Detalles Bibliográficos
Autores principales: Yang, Wurong, Watanabel, Naoki, Sakawa, Hideaki
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Economics/Business
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10494253/
https://www.ncbi.nlm.nih.gov/pubmed/37701735
http://dx.doi.org/10.1016/j.mex.2023.102360

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10494253/
https://www.ncbi.nlm.nih.gov/pubmed/37701735
http://dx.doi.org/10.1016/j.mex.2023.102360

Ejemplares similares