1 |
Jelilov, G., Iorember, P. T., Usman, O., & Yua, P. M. (2020). Testing the nexus between stock market returns and inflation in Nigeria: Does the effect of COVID-19 pandemic matter? Journal of Public Affairs, 20(4), e2289. https://doi.org/10.1002/pa.2289
DOI
|
2 |
Just, M., & Echaust, K. (2020). Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach. Finance Research Letters, 37, 101775. https://doi.org/10.1016/j.frl.2020.101775
DOI
|
3 |
Khan, K., Zhao, H., Zhang, H., Yang, H., Shah, M. H., & Jahanger, A. (2020). The impact of COVID-19 pandemic on stock markets: An empirical analysis of world major stock indices. Journal of Asian Finance, Economics and Business, 7(7), 463-474. https://doi.org/10.13106/jafeb.2020.vol7.no7.463
DOI
|
4 |
Khanthavit, A. (2020). Measuring COVID-19 Effects on World and National Stock Market Returns. Journal of Asian Finance, Economics and Business 8(2), 1-13. https://doi.org/10.13106/jafeb.2021.vol8.no2.0001
DOI
|
5 |
Liu, H., Manzoor, A., Wang, C., Zhang, L., & Manzoor, Z. (2020). The COVID-19 outbreak and affected countries stock markets response. International Journal of Environmental Research and Public Health, 17(8), 2800. https://doi.org/10.3390/ijerph17082800
DOI
|
6 |
Mazur, M., Dang, M., & Vega, M. (2020). COVID-19 and the March 2020 stock market crash. Evidence from S&P1500. Finance Research Letters, 101690. https://doi.org/10.1016/j.frl.2020.101690
DOI
|
7 |
Ngwakwe, C. C. (2020). Effect of COVID-19 pandemic on global stock market values: a differential analysis. Acta Universitatis Danubius. CEconomica, 16(2), 255-269.
|
8 |
Onali, E. (2020). Covid-19 and stock market volatility. Available at SSRN: https://ssrn.com/abstract=3571453 or http://dx.doi.org/10.2139/ssrn.3571453
|
9 |
Phan, D. H. B., & Narayan, P. K. (2020). Country responses and the reaction of the stock market to COVID-19 A preliminary exposition. Emerging Markets Finance and Trade, 56(10), 2138-2150. https://doi.org/10.1080/1540496X.2020.1784719
DOI
|
10 |
Ozturk, O., Sisman, M. Y., Uslu, H., & Citak, F. (2020). Effect of COVID-19 outbreak on Turkish stock market: a sectoral-level analysis. Hitit University Journal of Social Sciences Institute, 13(1), 56-68. https://doi.org/10.17218.hititsosbil.728146
DOI
|
11 |
Rahman, M. L., Amin, A., & Al Mamun, M. A. (2021). The COVID-19 outbreak and stock market reactions: Evidence from Australia. Finance Research Letters, 38, 101832. https://doi.org/10.1016/j.frl.2020.101832
DOI
|
12 |
Sansa, N.A. (2020). The Impact of the COVID - 19 on the Financial Markets: Evidence from China and USA. Electronic Research Journal of Social Sciences and Humanities, 2(2), 29-39. https://dx.doi.org/10.2139/ssrn.3567901
DOI
|
13 |
Saputra, G. E. F., Pulungan, N. A. F., & Subiyanto, B. (2021). The Relationships between Abnormal Return, Trading Volume Activity and Trading Frequency Activity during the COVID-19 in Indonesia. Journal of Asian Finance, Economics and Business, 8(2), 737-745. https://doi.org/10.13106/jafeb.2021.vol8.no2.0737
DOI
|
14 |
Sharma, S. S. (2020). A note on the Asian market volatility during the COVID-19 pandemic. Asian Economics Letters, 1(2), 17661. https://doi.org/10.46557/001c.17661
DOI
|
15 |
Zaremba, A., Aharon, D. Y., Demir, E., Kizys, R., & Zawadka, D. (2021). COVID-19, government policy responses, and stock market liquidity around the world: A note. Research in International Business and Finance, 56, 101359. https://doi.org/10.1016/j.ribaf.2020.101359
DOI
|
16 |
Wagner, A. F. (2020). What the stock market tells us about the post-COVID-19 world. Nature Human Behaviour, 4(5), 440-440. https://doi.org/10.1038/s41562-020-0869-y
DOI
|
17 |
Waheed, R., Sarwar, S., Sarwar, S., & Khan, M. K. (2020). The impact of COVID-19 on Karachi stock exchange: Quantile-on-quantile approach using secondary and predicted data. Journal of Public Affairs. Available at: https://doi.org/10.1002/pa.2290
DOI
|
18 |
Yousef, I. (2020). Spillover of COVID-19: Impact on Stock Market Volatility. International Journal of Psychosocial Rehabilitation, 24(06), 18069-18081.
|
19 |
Zhang, D., Hu, M., & Ji, Q. (2020). Financial markets under the global pandemic of COVID-19. Finance Research Letters, 36, 101528. https://doi.org/10.1016/j.frl.2020.101528
DOI
|
20 |
Shujan, S., Manamperi, M., Gowtham, P., Gooneratne, J., & Sooriyaarachchi, N. (2020). Impact of covid-19 on stock market and growth of Sri Lanka. Available at https://www.researchgate.net/publication/341606800
|
21 |
Topcu, M., & Gulal, O. (2020). The impact of COVID-19 on emerging stock markets. Finance Research Letters, 36, 101691. https://doi.org/10.1016/j.frl.2020.101691
DOI
|
22 |
Anh, D. L. T., & Gan, C. (2020). The impact of the COVID-19 lockdown on stock market performance: evidence from Vietnam. Journal of Economic Studies. Vol. ahead-of-print No. ahead-of-print. https://doi.org/10.1108/JES-06-2020-0312
DOI
|
23 |
Ahmar, A. S, & Del Val, E. B. (2020) Sutte ARIMA: Short-term forecasting method, a case: Covid-19 and stock market in Spain. Science of the Total Environment, 729, 138883.
DOI
|
24 |
Alam, M. N., Alam, M. S., & Chavali, K. (2020). Stock market response during COVID-19 lockdown period in India: An event study. Journal of Asian Finance, Economics and Business, 7(7), 131-137. https://doi.org/10.13106/jafeb.2020.vol7.no7.131
DOI
|
25 |
Alber, N. (2020). The effect of coronavirus spread on stock markets: The case of the worst six countries. Available at SSRN 3578080: https://ssrn.com/abstract=3578080 or http://dx.doi.org/10.2139/ssrn.3578080
|
26 |
Ali, M., Alam, N., & Rizvi, S. A. R. (2020). Coronavirus (COVID-19)-An epidemic or pandemic for financial markets. Journal of Behavioral and Experimental Finance, 27, 100341. https://doi.org/10.1016/j.jbef.2020.100341
DOI
|
27 |
Alzyadat, J. A. (2021). Sectoral Banking Credit Facilities and Non-Oil Economic Growth in Saudi Arabia: Application of the Autoregressive Distributed Lag (ARDL). Journal of Asian Finance, Economics and Business, 8(2), 809-820. https://doi.org/10.13106/jafeb.2021.vol8.no2.0809
DOI
|
28 |
Alzyadat, J. A., Abuhommous, A., & Alqaralleh, H. (2021) Testing the Conditional Volatility of Saudi Arabia Stock Market: Symmetric and Asymmetric Autoregressive Conditional Heteroskedasticity (Garch) Approach. Academy of Accounting and Financial Studies Journal, 25(2).
|
29 |
Ambros, M., Frenkel, M., Huynh, T. L. D., & Kilinc, M. (2020). COVID-19 pandemic news and stock market reaction during the onset of the crisis: evidence from high-frequency data. Applied Economics Letters, 1-4. https://doi.org/10.1080/13504851.2020.1851643
DOI
|
30 |
Ashraf, B. N. (2020). Stock markets' reaction to COVID-19: Cases or fatalities? Research in International Business and Finance, 54, 101249. https://doi.org/10.1016/j.ribaf.2020.101249
DOI
|
31 |
Aslam, F., Mohmand, Y. T., Ferreira, P., Memon, B. A., Khan, M., & Khan, M. (2020). Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak. Borsa Istanbul Review. 20(S1), S49-S61. https://doi.org/10.1016/j.bir.2020.09.003
DOI
|
32 |
Cao, K. H., Li, Q., Liu, Y., & Woo, C. K. (2020). Covid-19's adverse effects on a stock market index. Applied Economics Letters, 1-5. https://doi.org/10.1080/13504851.2020.1803481
DOI
|
33 |
Baek, S., Mohanty, S. K., & Glambosky, M. (2020). COVID-19 and stock market volatility: An industry level analysis. Finance Research Letters, 37, 101748. https://doi.org/10.1016/j.frl.2020.101748
DOI
|
34 |
Baker, S. R., Bloom, N., Davis, S. J., Kost, K., Sammon, M., & Viratyosin, T. (2020). The unprecedented stock market reaction to COVID-19. The Review of Asset Pricing Studies, 10(4), 742-758. https://doi.org/10.1093/rapstu/raaa008
DOI
|
35 |
Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307-327. https://doi.org/10.1016/0304-4076(86)90063-1
DOI
|
36 |
Bora, D., & Basistha, D. (2020). The outbreak of COVID-19 pandemic and its impact on stock market volatility: Evidence from a worst-affected economy. Journal of Public Affairs, e2623. https://doi.org/10.1002/pa.2623
DOI
|
37 |
Camba, A. L., & Camba Jr, A. C. (2020). The Effect of COVID-19 Pandemic on the Philippine Stock Exchange, Peso-Dollar Rate and Retail Price of Diesel. Journal of Asian Finance, Economics and Business, 7(10), 543-553. https://doi:10.13106/jafeb.2020.vol7.no10.543.
DOI
|
38 |
Capelle-Blancard, G., & Desroziers, A. (2020). The stock market is not the economy? Insights from the COVID-19 crisis. Insights from the COVID-19 Crisis (June 16, 2020). CEPR Covid Economics. https://dx.doi.org/10.2139/ssrn.3638208
DOI
|
39 |
Cox, J., Greenwald, D. L., & Ludvigson, S. C. (2020). What Explains the COVID-19 Stock Market? (No. w27784). National Bureau of Economic Research. DOI 10.3386/w27784
DOI
|
40 |
Eleftheriou, K., & Patsoulis, P. (2020). COVID-19 lockdown intensity and stock market returns: A spatial econometrics approach. MPRA Paper, No. 100662. Online at https://mpra.ub.uni-muenchen.de/100662/
|
41 |
Gil-Alana, L. A., & Claudio-Quiroga, G. (2020). The COVID-19 impact on the ASIAN stock markets. Asian Economics Letters, 1(2), 17656. https://doi.org/10.46557/001c.17656
DOI
|
42 |
Elsayed, A., & Elrhim, M. A. (2020). The Effect of COVID-19 Spread on Egyptian Stock Market Sectors. Available at SSRN: https://ssrn.com/abstract=3608734 or http://dx.doi.org/10.2139/ssrn.3608734
|
43 |
Engelhardt, N., Krause, M., Neukirchen, D., & Posch, P. N. (2021). Trust and stock market volatility during the COVID-19 crisis. Finance Research Letters, 38, 101873. https://doi.org/10.1016/j.frl.2020.101873
DOI
|
44 |
Engle, R. (1982). Autoregressive Conditional Heteroskedasticity with Estimates of United Kingdom Inflation, Econometrica, 50(4), 987-1008.
DOI
|
45 |
Gormsen, N. J., & Koijen, R. S. (2020). Coronavirus: Impact on stock prices and growth expectations. The Review of Asset Pricing Studies, 10(4), 574-597. https://doi.org/10.1093/rapstu/raaa013
DOI
|
46 |
He, P., Sun, Y., Zhang, Y., & Li, T. (2020b). COVID-19's impact on stock prices across different sectors- An event study based on the Chinese stock market. Emerging Markets Finance and Trade, 56(10), 2198-2212. https://doi.org/10.1080/1540496X.2020.1785865
DOI
|
47 |
He, Q., Liu, J., Wang, S., & Yu, J. (2020a). The impact of COVID-19 on stock markets. Economic and Political Studies, 8(3), 275-288. https://doi.org/10.1080/20954816.2020.1757570
DOI
|
48 |
Huo, X., & Qiu, Z. (2020). How does China's stock market react to the announcement of the COVID-19 pandemic lockdown? Economic and Political Studies, 8(4), 436-461. https://doi.org/10.1080/20954816.2020.1780695
DOI
|