Cargando…

Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets

We investigate the relationship between the daily release of COVID-19 related announcements, defensive government interventions, and stock market volatility, drawing upon an extended time period of one year, to independently test, confirm and iteratively improve on previous research findings. We cat...

Descripción completa

Detalles Bibliográficos
Autores principales:	Bakry, Walid, Kavalmthara, Peter John, Saverimuttu, Vivienne, Liu, Yiyang, Cyril, Sajan
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Inc. 2022
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8994447/ https://www.ncbi.nlm.nih.gov/pubmed/35431683 http://dx.doi.org/10.1016/j.frl.2021.102350

Ejemplares similares

Modelling stock market volatility.
Publicado: (1996)

Economic Policy Uncertainty and Emerging Stock Market Volatility
por: Ghani, Maria, et al.
Publicado: (2023)

Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
por: Hussain, Muntazir, et al.
Publicado: (2022)

What caused global stock market meltdown during the COVID pandemic–Lockdown stringency or investor panic?
por: Aggarwal, Shobhit, et al.
Publicado: (2021)

Liquidity and volatility commonality in the Canadian stock market
por: Gold, Nathan, et al.
Publicado: (2017)

Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic
por: Vuong, Giang Thi Huong, et al.
Publicado: (2022)

Examination of information release on return volatility: A market and sectoral analysis()
por: Prasad, Mason, et al.
Publicado: (2020)

An analysis of the stock market reaction to the announcements of the UK Soft Drinks Industry Levy
por: Law, Cherry, et al.
Publicado: (2020)

Pandemics and the emerging stock markets
por: Salisu, Afees A., et al.
Publicado: (2020)

Canadian stock market volatility under COVID-19
por: Xu, Dinghai
Publicado: (2022)

Stock market volatility and the COVID-19 reproductive number()
por: Díaz, Fernando, et al.
Publicado: (2022)

New drugs and stock market: a machine learning framework for predicting pharma market reaction to clinical trial announcements
por: Budennyy, Semen, et al.
Publicado: (2023)

Trust and the stock market reaction to lockdown and reopening announcements: A cross-country evidence
por: Xie, Lijuan, et al.
Publicado: (2022)

COVID-19 and stock market volatility: An industry level analysis
por: Baek, Seungho, et al.
Publicado: (2020)

Testing volatility and relationship among BRICS stock market returns
por: Ganguly, Soumya, et al.
Publicado: (2022)

Trust and stock market volatility during the COVID-19 crisis
por: Engelhardt, Nils, et al.
Publicado: (2021)

COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets
por: Mensi, Walid, et al.
Publicado: (2022)

Stock Market Reaction to the Announcement of the COVID-19 Lockdown: Evidence from Healthcare Companies in Malaysia
por: Xie, Yi, et al.
Publicado: (2022)

Volatile markets made easy: trading stocks and options for increased profits
por: Cohen, Guy
Publicado: (2009)

Stock Market Volatility and Return Analysis: A Systematic Literature Review
por: Bhowmik, Roni, et al.
Publicado: (2020)

Uncertainty index and stock volatility prediction: evidence from international markets
por: Gong, Xue, et al.
Publicado: (2022)

Does oil price uncertainty matter in stock market volatility forecasting?
por: Qin, Peng, et al.
Publicado: (2022)

Political uncertainty, COVID-19 pandemic and stock market volatility transmission
por: Apostolakis, George N., et al.
Publicado: (2021)

The impact of pandemic on dynamic volatility spillover network of international stock markets
por: Lan, Tingting, et al.
Publicado: (2023)

“Investor attention fluctuation and stock market volatility: Evidence from China”
por: Yang, Taiji, et al.
Publicado: (2023)

Trade policy announcements can increase price volatility in global food commodity markets
por: Brander, Michael, et al.
Publicado: (2023)

Not your grandma's stock market: the stock market has changed, and not for the better
por: McTague, Jim, et al.
Publicado: (2011)

The impact of COVID-19 on emerging stock markets
por: Topcu, Mert, et al.
Publicado: (2020)

Dataset on political connections, Sharia, and abnormal returns surrounding M&A announcement in the Indonesian stock market
por: Wahyono, Budi
Publicado: (2021)

Mastering the stock market: high probability market timing & stock selection tools
por: Person, John L
Publicado: (2013)

The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets
por: Tiwari, Aviral Kumar, et al.
Publicado: (2022)

Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
por: Karanasos, M., et al.
Publicado: (2021)

The impact of COVID-19 pandemic on the volatility connectedness network of global stock market()
por: Cheng, Tingting, et al.
Publicado: (2022)

A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model
por: Vințe, Claudiu, et al.
Publicado: (2021)

The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon
por: Magner, Nicolás, et al.
Publicado: (2021)

The Cross-Sectional Intrinsic Entropy—A Comprehensive Stock Market Volatility Estimator
por: Vințe, Claudiu, et al.
Publicado: (2022)

The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets
por: Lahmiri, Salim, et al.
Publicado: (2021)

Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market
por: He, Chengying, et al.
Publicado: (2022)

Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India
por: Hiremath, Gourishankar S, et al.
Publicado: (2014)

Stock market reaction to US interest rate hike: evidence from an emerging market
por: Kim, Jeongsim
Publicado: (2023)

Cannot write session to /tmp/vufind_sessions/sess_pmunpbv20dvvohr52lp8mkjj39