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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...
Autores principales: | Anastasiou, Dimitris, Ballis, Antonis, Drakos, Konstantinos |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Inc.
2022
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Materias: | |
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 |
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