Do stock markets love misery? Evidence from the COVID-19

This study examines the impact of the change in the Barro Misery Index (BMI) and the novel coronavirus (COVID-19) cases and deaths on the stock markets' returns and volatility. Based on a sample of 76 different countries, we find that an increase in BMI adversely affects the stock returns and i...

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Detalles Bibliográficos
Autores principales: Sergi, Bruno S., Harjoto, Maretno Agus, Rossi, Fabrizio, Lee, Robert
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8450759/
https://www.ncbi.nlm.nih.gov/pubmed/34566532
http://dx.doi.org/10.1016/j.frl.2021.101923

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8450759/
https://www.ncbi.nlm.nih.gov/pubmed/34566532
http://dx.doi.org/10.1016/j.frl.2021.101923

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