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Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil
• 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 of returns. • The media coverage leads to a decrease...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier Inc.
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7299872/ https://www.ncbi.nlm.nih.gov/pubmed/32837370 http://dx.doi.org/10.1016/j.frl.2020.101658 |