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COVID-19, volatility dynamics, and sentiment trading

Citations

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Cited by:

  1. Berger, Allen N. & Demirgüç-Kunt, Asli, 2021. "Banking research in the time of COVID-19," Journal of Financial Stability, Elsevier, vol. 57(C).
  2. Carlini, Federico & Farina, Vincenzo & Gufler, Ivan & Previtali, Daniele, 2024. "Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal," International Review of Financial Analysis, Elsevier, vol. 93(C).
  3. Clancey-Shang, Danjue, 2023. "COVID lockdown, Robinhood traders, and liquidity in stock and option markets," International Review of Financial Analysis, Elsevier, vol. 90(C).
  4. Li, Xiafei & Liao, Yin & Lu, Xinjie & Ma, Feng, 2022. "An oil futures volatility forecast perspective on the selection of high-frequency jump tests," Energy Economics, Elsevier, vol. 116(C).
  5. Chen, Jian & Qi, Shuyuan, 2024. "Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules," Journal of Banking & Finance, Elsevier, vol. 163(C).
  6. Guohui Guan & Zongxia Liang & Yi Xia, 2024. "Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty," Papers 2412.09171, arXiv.org.
  7. Min Zhu & Shan Wen & Yuping Song, 2024. "Impact of COVID-19 on jump occurrence in capital markets," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-18, December.
  8. Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid, 2022. "Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 144(C).
  9. Yang Gao & Chengjie Zhao & Bianxia Sun & Wandi Zhao, 2022. "Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-30, December.
  10. Kale, Arati & Kale, Devendra, 2023. "Do exogenous economic crises change investors’ response to earnings announcements?: A detailed review using the data from COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
  11. Chen, Yanan & Qi, Haozhi, 2024. "COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches," Energy, Elsevier, vol. 286(C).
  12. Abid, Ilyes & Benlemlih, Mohammed & El Ouadghiri, Imane & Peillex, Jonathan & Urom, Christian, 2023. "Fossil fuel divestment and energy prices: Implications for economic agents," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 1-16.
  13. Kong, Xiaowei & Jin, Yifan & Liu, Lihua & Xu, Jialu, 2023. "Firms' exposures on COVID-19 and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, vol. 52(C).
  14. Giacomo Morelli & Lea Petrella, 2021. "Option Pricing, Zero Lower Bound, and COVID-19," Risks, MDPI, vol. 9(9), pages 1-13, September.
  15. Cheng, Maoyong & Qu, Yang & Jiang, Chunxia & Zhao, Chenchen, 2022. "Is cloud computing the digital solution to the future of banking?," Journal of Financial Stability, Elsevier, vol. 63(C).
  16. Zhang, Zikai & Neupane, Suman, 2024. "Global IPO underpricing during the Covid-19 pandemic: The impact of firm fundamentals, financial intermediaries, and global factors," International Review of Financial Analysis, Elsevier, vol. 91(C).
  17. Marek Nagy & Katarina Valaskova & Erika Kovalova & Marcel Macura, 2024. "Drivers of S&P 500’s Profitability: Implications for Investment Strategy and Risk Management," Economies, MDPI, vol. 12(4), pages 1-24, March.
  18. Baig, Ahmed S. & Chen, Mengxi, 2022. "Did the COVID-19 pandemic (really) positively impact the IPO Market? An Analysis of information uncertainty," Finance Research Letters, Elsevier, vol. 46(PB).
  19. Apergis, Nicholas & Mustafa, Ghulam & Malik, Shafaq, 2023. "The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 27-35.
  20. Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid, 2023. "Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
  21. Banerjee, Pradip & Dhole, Sandip & Mishra, Sagarika, 2023. "Operating performance during the COVID-19 pandemic: Is there a business group advantage?," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  22. Michele Costola & Michael Donadelli & Luca Gerotto & Ivan Gufler, 2022. "Global risks, the macroeconomy, and asset prices," Empirical Economics, Springer, vol. 63(5), pages 2357-2388, November.
  23. Kang, Yong Joo & Park, Dojoon & Eom, Young Ho, 2024. "Global contagion of US COVID-19 panic news," Emerging Markets Review, Elsevier, vol. 59(C).
  24. Bei, Zeyun & Lin, Juan & Zhou, Yinggang, 2024. "No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic," Journal of International Money and Finance, Elsevier, vol. 143(C).
  25. Khalfaoui, Rabeh & Stef, Nicolae & Wissal, Ben Arfi & Sami, Ben Jabeur, 2022. "Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty: Evidence from a quantile VAR network and wavelet coherence," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
  26. Aktham Maghyereh & Hussein Abdoh, 2022. "Can news-based economic sentiment predict bubbles in precious metal markets?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-29, December.
  27. Möller, Rouven & Reichmann, Doron, 2023. "COVID-19 related TV news and stock returns: Evidence from major US TV stations," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 95-109.
  28. Agoraki, Maria-Eleni K. & Aslanidis, Nektarios & Kouretas, Georgios P., 2022. "U.S. banks’ lending, financial stability, and text-based sentiment analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 73-90.
  29. Benlemlih, Mohammed & El Ouadghiri, Imane & Peillex, Jonathan & Platania, Federico & Toscano Hernandez, Celina, 2024. "Low-carbon movement and stock market uncertainty: Insights from international comparisons between fossil fuel companies," Energy Economics, Elsevier, vol. 136(C).
  30. Puhr, Harald & Müllner, Jakob, 2022. "Foreign to all but fluent in many: The effect of multinationality on shock resilience," Journal of World Business, Elsevier, vol. 57(6).
  31. Chiah, Mardy & Tian, Xiao & Zhong, Angel, 2022. "Lockdown and retail trading in the equity market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
  32. Kurtović, Hrvoje & Markarian, Garen, 2024. "Tail risks and private equity performance," Journal of Empirical Finance, Elsevier, vol. 75(C).
  33. Mariem Talbi & Monia Mokhtar Ferchichi & Fatma Ismaalia & Samia Samil, 2024. "Unveiling COVID-19’s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 14(1), pages 216-232, January.
  34. Pedro M. Nogueira Reis, 2022. "Determinants of Qualified Investor Sentiment during the COVID-19 Pandemic in North America, Asia, and Europe," Economies, MDPI, vol. 10(6), pages 1-20, June.
  35. Hasan, Md. Tanvir, 2022. "The sum of all SCARES COVID-19 sentiment and asset return," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 332-346.
  36. Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal, 2023. "Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 56-67.
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