Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market

The COVID-19 outbreak generates various types of news that affect economic and financial systems. No studies have assessed the effects of such news on financial markets. This study sheds light on the impact of non-fundamental news related to the COVID-19 pandemic on the liquidity and returns volatil...

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Detalles Bibliográficos
Autores principales: Ftiti, Zied, Ben Ameur, Hachmi, Louhichi, Waël
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9756967/
https://www.ncbi.nlm.nih.gov/pubmed/36540851
http://dx.doi.org/10.1016/j.econmod.2021.03.003

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9756967/
https://www.ncbi.nlm.nih.gov/pubmed/36540851
http://dx.doi.org/10.1016/j.econmod.2021.03.003

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