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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...
Autores principales: | Ftiti, Zied, Ben Ameur, Hachmi, Louhichi, Waël |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2021
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Materias: | |
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 |
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