COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens

This study investigates the impact of COVID-19 on the US equity market during the first wave of Coronavirus using a wide range of econometric and machine learning approaches. To this end, we use both daily data related to the US equity market sectors and data about the COVID-19 news over January 1,...

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Detalles Bibliográficos
Autores principales: Jana, Rabin K., Ghosh, Indranil, Jawadi, Fredj, Uddin, Gazi Salah, Sousa, Ricardo M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9175525/
https://www.ncbi.nlm.nih.gov/pubmed/35698596
http://dx.doi.org/10.1007/s10479-022-04744-x

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9175525/
https://www.ncbi.nlm.nih.gov/pubmed/35698596
http://dx.doi.org/10.1007/s10479-022-04744-x

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