Nexus Of Covid-19 News With Stock Market Returns And Volatility In Pakistan
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Cited by:
- Raja Mazhar Hameed & Abdul Rafae Mazhar Raja & Nida Zahid, 2023. "Herding Spillover among the Stock Markets: Pakistan & China Covering Covid-19 and Its Repercussions," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 9(2), pages 257-267.
- Muhammad Nadeem & Arfan Shahzad & Yasmin Anwar, 2024. "Impact of Crypto Assets as Risk Diversifiers: A VAR-based Analysis of Portfolio Risk Reduction," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 13(1), pages 51-60.
- Waqas Shair & Dr. Farhat Rasul & Sidra Raza & Dr. Ayesha Qamar, 2023. "Panic News and media Hype Effects on Stock Market Returns and Volatility amid Infectious Diseases Turmoil," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 12(4), pages 79-87.
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More about this item
Keywords
COVID-19; EGARCH model; Financial markets; Leverage effect; Stock returns;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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