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Pandemic-induced fear and stock market returns: Evidence from China
We construct a pandemic-induced fear (PIF) index to measure fear of the COVID-19 pandemic using Internet search volumes of the Chinese local search engine and empirically investigate the impact of fear of the pandemic on Chinese stock market returns. A reduced-bias estimation approach for multivaria...
Autores principales: | Su, Zhi, Liu, Peng, Fang, Tong |
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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/PMC9620495/ https://www.ncbi.nlm.nih.gov/pubmed/38013955 http://dx.doi.org/10.1016/j.gfj.2021.100644 |
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