Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets

The present study investigates the degree of market responses through the scope of investors' sentiment during the COVID-19 pandemic across G20 markets by constructing a novel positive search volume index for COVID-19 (COVID19(+)). Our key findings, obtained using a Panel-GARCH model, indicate...

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Detalles Bibliográficos
Autores principales: Anastasiou, Dimitris, Ballis, Antonis, Drakos, Konstantinos
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8915623/
https://www.ncbi.nlm.nih.gov/pubmed/36531211
http://dx.doi.org/10.1016/j.irfa.2022.102111

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8915623/
https://www.ncbi.nlm.nih.gov/pubmed/36531211
http://dx.doi.org/10.1016/j.irfa.2022.102111

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