COVID-19 and stock market volatility: An industry level analysis
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DOI: 10.1016/j.frl.2020.101748
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More about this item
Keywords
COVID-19; Stock market volatility; Industry; Total risk; Idiosyncratic risk; Machine Learning Feature Selection;All these keywords.
JEL classification:
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G01 - Financial Economics - - General - - - Financial Crises
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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