Objective - This study investigates the effect of investment risk, macroeconomics on stock prices in IPO companies during the COVID-19 pandemic.Methodology/Technique - Financial statements are used to collect sample secondary data. A total of 74 samples from data collection were then used to...

In the build-up to and especially in the weeks after the Russian invasion of Ukraine, stocks strongly exposed to the regulatory risks of the transition to a low-carbon economy did well, suggesting an expected slow-down of that transition. Analysts increased their earnings estimates for these...

The economic turbulence experienced during the COVID-19 crisis in Indonesia in 2020 provides a backdrop for this study, which aims to investigate the relationship between the crisis and dividend policies within the real estate and property sectors in Indonesia, along with the stock market's...

The economic turbulence experienced during the COVID-19 crisis in Indonesia in 2020 provides a backdrop for this study, which aims to investigate the relationship between the crisis and dividend policies within the real estate and property sectors in Indonesia, along with the stock market's...

The Covid-19 crisis put pressure on governments to design immediate support packages for alleviating the negative economic consequences for households and businesses. In this paper, we examine the stock market's reactions to the announcements of each of the four support packages designed by the...

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...

This study examines the effect of the COVID-19 pandemic on the relationship between idiosyncratic volatility and expected stock returns. Using daily stock return data in the US market from the Center for Research in Security Prices (CRSP), we estimate monthly idiosyncratic volatility and...

This study investigates whether contagious infectious diseases affect stock market outcomes. As a natural experiment, we use panel data analysis to test the effect of the COVID-19 virus, which is a contagious infectious disease, on the Chinese stock market. The findings indicate that both the...

In this paper, we analyze the connectedness between the recent spread of COVID-19, oil price volatility shock, the stock market, geopolitical risk and economic policy uncertainty in the US within a time-frequency framework. The coherence wavelet method and the wavelet-based Granger causality...

This study is the first to document the impact of news sentiment on different classes of assets' returns (stocks, bonds, oil, natural gas, gold, commodities, and foreign exchange rate) during the COVID-19 pandemic. By using time-varying causality test, we find that the causality running from...