Faith-based investments and the Covid-19 pandemic : analyzing equity volatility and media coverage time-frequency relations
Year of publication: |
2021
|
---|---|
Authors: | Umar, Zaghum ; Gubareva, Mariya |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 67.2021, p. 1-18
|
Subject: | Causality | Covid-19 | Co-movements | Coherence | Dow Jones Islamic indices | Islamic stock market | Leads and lags | Phase difference | Social media coverage | Volatility | Wavelet coherence phase-difference | Coronavirus | Volatilität | Aktienmarkt | Stock market | Mediale Berichterstattung | Media coverage | Aktienindex | Stock index | Welt | World | Social Web | Social web | Börsenkurs | Share price |
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