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:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759749/
http://dx.doi.org/10.1016/j.iref.2021.02.004
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author Tripathi, Abhinava
Pandey, Ashish
author_facet Tripathi, Abhinava
Pandey, Ashish
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description 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 information lowered the volatility and facilitated the recovery process towards more stable markets. These results have important implications for policymakers and regulators in the development of efficient markets.
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spelling pubmed-97597492022-12-19 Information dissemination across global markets during the spread of COVID-19 pandemic() Tripathi, Abhinava Pandey, Ashish International Review of Economics & Finance Article 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 information lowered the volatility and facilitated the recovery process towards more stable markets. These results have important implications for policymakers and regulators in the development of efficient markets. Elsevier Inc. 2021-07 2021-02-09 /pmc/articles/PMC9759749/ http://dx.doi.org/10.1016/j.iref.2021.02.004 Text en © 2021 Elsevier Inc. All rights reserved. Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active.
spellingShingle Article
Tripathi, Abhinava
Pandey, Ashish
Information dissemination across global markets during the spread of COVID-19 pandemic()
title Information dissemination across global markets during the spread of COVID-19 pandemic()
title_full Information dissemination across global markets during the spread of COVID-19 pandemic()
title_fullStr Information dissemination across global markets during the spread of COVID-19 pandemic()
title_full_unstemmed Information dissemination across global markets during the spread of COVID-19 pandemic()
title_short Information dissemination across global markets during the spread of COVID-19 pandemic()
title_sort information dissemination across global markets during the spread of covid-19 pandemic()
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759749/
http://dx.doi.org/10.1016/j.iref.2021.02.004
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