Showing 1 - 10 of 17
In this study, we investigated the impact of COVID-19 investor sentiment (CS), number of cases (CC), and deaths (CD) on bank stock returns in 16 MENA countries. In addition, we examined the interaction effects of CS with CC and CD on bank stock returns. Lastly, we looked at whether Islamic banks...
Persistent link: https://www.econbiz.de/10013093071
This research paper analyses the impact of COVID-19 to investigate the overconfidence bias in 12 cyclical and defensive sectors in pre- and during COVID-19 periods using daily data from 1 January 2015 to 31 December 2020. The results of VAR show that in the pre COVID-19 phase overconfidence bias...
Persistent link: https://www.econbiz.de/10013093209
Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the cryptocurrency market as a risk management avenue has got the attention of researchers. However, it is an immature asset class and requires gaps in current literature for future research directions. This...
Persistent link: https://www.econbiz.de/10012632009
The aim of this study is to understand the effect of the recent novel coronavirus pandemic on investor herding behavior in global stock markets. Utilizing a daily newspaper-based index of financial uncertainty associated with infectious diseases, we examine the association between...
Persistent link: https://www.econbiz.de/10012632020
This paper shows the effects of the COVID-19 pandemic on energy markets. We estimate daily volatilities and correlations among energy commodities relying on a mixed-frequency approach that exploits information from the number of weekly deaths related to COVID-19 in the United States. The...
Persistent link: https://www.econbiz.de/10012612379
This study contributes to the emerging stream of the literature on the COVID-19-related risks and their impact on businesses’ performance. The growing evidence within is, however, missing the uniqueness of country-level settings, as well as lacking the voice of SMEs solely. The extant...
Persistent link: https://www.econbiz.de/10012612626
The main task of the article is to examine the impact of the reported impairment of assets (IoA) on the market reaction of investors on the Warsaw Stock Exchange [WSE] in the crisis condition caused by the COVID-19 pandemic. There is a need to verify whether the disclosure of this information in...
Persistent link: https://www.econbiz.de/10012698323
The aim of this article is to analyse and assess the impact of the COVID-19 pandemic on the consumer credit market in the countries of the Visegrad Group (V4, i.e., the Czech Republic, Poland, Slovakia, and Hungary). There is no doubt that the pandemic has determined the amount of household debt...
Persistent link: https://www.econbiz.de/10012794253
Coronavirus disease 2019 (COVID-19) continues to spread rapidly all over the world challenging nearly all governments. The exact nature of COVID-19's spread and risk factors for such a rapid spread are still imprecise as available data depend on confirmed cases only. This may result in an...
Persistent link: https://www.econbiz.de/10012427014
The major focus of this paper is on the sovereign-banks relationship following the COVID- 19 pandemic crisis outbreak, with a view to gaining an insight into banks' exposure to the sovereign. We rely on a series of complementary research approaches, such as desk research, comparative statistical...
Persistent link: https://www.econbiz.de/10012597067