COVID-19 and financial market response in China: Micro evidence and possible mechanisms

This paper uses event study based on the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model to study the impact of the COVID-19 outbreak on China’s financial market. It finds that the pandemic had an overall significant and negative impact on the stock prices of firms listed on...

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Detalles Bibliográficos
Autores principales: Wang, Zhan, Zhang, Zhongwen, Zhang, Qiong, Gao, Jieying, Lin, Weinan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8428675/
https://www.ncbi.nlm.nih.gov/pubmed/34499691
http://dx.doi.org/10.1371/journal.pone.0256879

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8428675/
https://www.ncbi.nlm.nih.gov/pubmed/34499691
http://dx.doi.org/10.1371/journal.pone.0256879

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