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Information dissemination across global markets during the spread of COVID-19 pandemic()

This study examines the information dissemination process across 25 major global market indices during the times of COVID-19 pandemic spread. The results suggest that the information from non-systematic sources contributed to the price decline and increased volatility. In contrast, the systematic in...

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Detalles Bibliográficos
Autores principales: Tripathi, Abhinava, Pandey, Ashish
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759749/
http://dx.doi.org/10.1016/j.iref.2021.02.004