IDEAS home Printed from https://ideas.repec.org/a/taf/apeclt/v29y2022i3p179-182.html
   My bibliography  Save this article

Is there a pattern in how COVID-19 has affected Australia’s stock returns?

Author

Listed:
  • Paresh Kumar Narayan
  • Qiang Gong
  • Huson Joher Ali Ahmed

Abstract

Coronavirus pandemic (COVID-19) has had a dramatic effect on global stock markets. In this article, we mount an investigation on how COVID-19 has impacted the Australian stock market returns. Using a quantile regression framework, the pattern of the effect we unravel is that COVID-19 has had a heterogeneous effect on sectors of the market, with health, information technology and consumer staples gaining.

Suggested Citation

  • Paresh Kumar Narayan & Qiang Gong & Huson Joher Ali Ahmed, 2022. "Is there a pattern in how COVID-19 has affected Australia’s stock returns?," Applied Economics Letters, Taylor & Francis Journals, vol. 29(3), pages 179-182, February.
    • Handle: RePEc:taf:apeclt:v:29:y:2022:i:3:p:179-182
    DOI: 10.1080/13504851.2020.1861190
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/13504851.2020.1861190
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/13504851.2020.1861190?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Terver Kumeka & Oluwatosin Adeniyi, 2023. "Stock markets response to contagious disease: Evidence on the impact of COVID‐19 in the three worst hit African economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4476-4499, October.
    2. Chang, Chiu-Lan, 2024. "Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures," Energy Economics, Elsevier, vol. 130(C).
    3. Yu, Huaibing, 2022. "Does sustainable competitive advantage make a difference in stock performance during the Covid-19 pandemic?," Finance Research Letters, Elsevier, vol. 48(C).
    4. Wen, Jun & Zhao, Xinxin & Fu, Qiang & Chang, Chun-Ping, 2023. "The impact of financial risk on green innovation: Global evidence," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apeclt:v:29:y:2022:i:3:p:179-182. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/RAEL20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.