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Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic

This study investigates the impact of COVID-19 pandemic on the microstructure of US equity markets. In particular, we explain the liquidity and volatility dynamics via indexes that capture multiple dimensions of the pandemic. Our results suggest that increases in confirmed cases and deaths due to co...

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Detalles Bibliográficos
Autores principales: Baig, Ahmed S., Butt, Hassan Anjum, Haroon, Omair, Rizvi, Syed Aun R.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7381907/
https://www.ncbi.nlm.nih.gov/pubmed/32837381
http://dx.doi.org/10.1016/j.frl.2020.101701

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