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Which COVID-19 information really impacts stock markets?

Information about the COVID-19 pandemic abounds, but which COVID-19 data actually impacts stock prices? We investigate which measures of COVID-19 matter most by applying elastic net regression for measure selection using a sample of the 35 largest stock markets. Out of 24 measures, COVID-19 related...

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Detalles Bibliográficos
Autores principales: Szczygielski, Jan Jakub, Charteris, Ailie, Bwanya, Princess Rutendo, Brzeszczyński, Janusz
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9137268/
http://dx.doi.org/10.1016/j.intfin.2022.101592