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The COVID-19 outbreak and stock market reactions: Evidence from Australia

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  1. Zhang, Wenwen & Cao, Shuo & Zhang, Xuan & Qu, Xuefeng, 2023. "COVID-19 and stock market performance: Evidence from the RCEP countries," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 717-735.
  2. ?ikolaos A. Kyriazis, 2021. "Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 133-146.
  3. Mathur, Aakriti & Sengupta, Rajeswari & Pratap, Bhanu, 2024. "Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty," Journal of Asian Economics, Elsevier, vol. 91(C).
  4. Le, Quyen & Vafaei, Alireza & Ahmed, Kamran & Kutubi, Shawgat, 2022. "Independent directors' reputation incentives and firm performance – an Australian perspective," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
  5. Najam Iqbal & Muhammad Saqib Manzoor & Muhammad Ishaq Bhatti, 2021. "Asymmetry and Leverage with News Impact Curve Perspective in Australian Stock Returns’ Volatility during COVID-19," JRFM, MDPI, vol. 14(7), pages 1-15, July.
  6. Pradip Debnath & Hari Mohan Srivastava, 2021. "Optimizing Stock Market Returns during Global Pandemic Using Regression in the Context of Indian Stock Market," JRFM, MDPI, vol. 14(8), pages 1-10, August.
  7. Matsuki, Takashi & Pan, Lei, 2021. "How did Australian financial markets react to the COVID-19 vaccine rollout? Fresh evidence from quantile copula spectrum analysis," MPRA Paper 111136, University Library of Munich, Germany.
  8. Sheikh, Umaid A. & Asadi, Mehrad & Roubaud, David & Hammoudeh, Shawkat, 2024. "Global uncertainties and Australian financial markets: Quantile time-frequency connectedness," International Review of Financial Analysis, Elsevier, vol. 92(C).
  9. Kamal, Javed Bin & Wohar, Mark, 2023. "Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic," International Economics, Elsevier, vol. 173(C), pages 68-85.
  10. Zhang, Xu & Ding, Zhijing & Hang, Jianqin & He, Qizhi, 2022. "How do stock price indices absorb the COVID-19 pandemic shocks?," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  11. Farooque, Omar Al & Baghdadi, Ghasan & Trinh, Hai Hong & Khandaker, Sarod, 2023. "Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty," Emerging Markets Review, Elsevier, vol. 55(C).
  12. Dong, Zibing & Li, Yanshuang & Zhuang, Xintian & Wang, Jian, 2022. "Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  13. Monika Bolek & Cezary Bolek, 2024. "Covid-19 Data Manipulation and Reaction of Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(1), pages 137-164, March.
  14. Zhu, Qinwen & Diao, Xundi & Wu, Chongfeng, 2023. "Volatility forecast with the regularity modifications," Finance Research Letters, Elsevier, vol. 58(PA).
  15. Gao, Yang & Zhao, Chengjie & Wang, Yaojun, 2024. "Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 438-450.
  16. Emrah Koçak & Tarik Dogru & Khurram Shehzad & Umit Bulut, 2023. "The economic implications of the COVID-19 outbreak on tourism industry: Empirical evidence from Turkey," Tourism Economics, , vol. 29(3), pages 742-758, May.
  17. Scherf, Matthias & Matschke, Xenia & Rieger, Marc Oliver, 2022. "Stock market reactions to COVID-19 lockdown: A global analysis," Finance Research Letters, Elsevier, vol. 45(C).
  18. Jiongye Jin & Jianing Zhang, 2023. "The Stock Performance of Green Bond Issuers During COVID-19 Pandemic: The Case of China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 211-230, March.
  19. Pradip Debnath & Hari Mohan Srivastava, 2021. "Optimal Returns in Indian Stock Market during Global Pandemic: A Comparative Study," JRFM, MDPI, vol. 14(12), pages 1-13, December.
  20. Richard C. K. Burdekin & Samuel Harrison, 2021. "Relative Stock Market Performance during the Coronavirus Pandemic: Virus vs. Policy Effects in 80 Countries," JRFM, MDPI, vol. 14(4), pages 1-18, April.
  21. Wenmin Wu & Chien-Chiang Lee & Wenwu Xing & Shan-Ju Ho, 2021. "The impact of the COVID-19 outbreak on Chinese-listed tourism stocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-18, December.
  22. Chen, Meichen & Qin, Cong & Zhang, Xiaoyu, 2022. "Cryptocurrency price discrepancies under uncertainty: Evidence from COVID-19 and lockdown nexus," Journal of International Money and Finance, Elsevier, vol. 124(C).
  23. Behera, Chinmaya & Rath, Badri Narayan & Mishra, Pramod Kumar, 2024. "The impact of monetary and fiscal stimulus on stock returns during the COVID-19 Pandemic," Journal of Asian Economics, Elsevier, vol. 90(C).
  24. Lu, Jun & Li, Wengui & Huang, Wei, 2024. "Corporate social responsibility and stock resilience to COVID-19: A contract theory perspective," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 12-29.
  25. Muhammad Kashif & Fatima Sultana & Muhammad Atif & Muhammad Aslam & Ammara Sarwar & Umar Farooq Awan & Muhammad Wasif Hanif, 2023. "COVID-19 Attack on Stock Markets: Event Study and Panel Data Analysis of Organization of Islamic Countries (OIC)," Journal of Economic Impact, Science Impact Publishers, vol. 5(1), pages 50-63.
  26. Burak Pirgaip, 2021. "Pan(dem)ic reactions in Turkish stock market: evidence from share repurchases," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(2), pages 381-402, June.
  27. Tian, Maoxi & Alshater, Muneer M. & Yoon, Seong-Min, 2022. "Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model," Energy Economics, Elsevier, vol. 115(C).
  28. Chebbi, Kaouther & Ammer, Mohammed Abdullah & Hameed, Affan, 2021. "The COVID-19 pandemic and stock liquidity: Evidence from S&P 500," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 134-142.
  29. Boubaker, Sabri & Goodell, John W. & Kumar, Satish & Sureka, Riya, 2023. "COVID-19 and finance scholarship: A systematic and bibliometric analysis," International Review of Financial Analysis, Elsevier, vol. 85(C).
  30. Hamza Almustafa, 2022. "National Governance Quality, COVID-19, and Stock Index Returns: OECD Evidence," Economies, MDPI, vol. 10(9), pages 1-16, September.
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