Narang, Sahil; Savita; Pradhan, Rudra Prakash; Singh, … - In: Asian Academy of Management journal 28 (2023) 1, pp. 311-344
The study examines the reaction of S&P BSE 500 companies to the outbreak of the 2019 novel coronavirus (COVID-19). The impact of COVID-19 induced fear of volatility index (VIX) on stock market returns and the role of pre-pandemic firm-specific characteristics in intensifying/reducing the effect...