We explore the impacts of economic and financial dislocations caused by COVID-19 pandemic shocks on food sales in the United States from January 2020 to January 2021. We use the US weekly economic index (WEI) to measure economic dislocations and the Chicago Board Options Exchange volatility...

We investigate the asymmetric impacts of the COVID-19 infodemic, announcements of government interventions, and the equity market volatility (fear gauge) on the US weekly economic activity index (WEI) during COVID-19 by segregating the ‘good news’ from the ‘bad news.’ We apply the NARDL...

An examination of insider trading before and after the announcement of Credit Watch placements sheds new light on the study of both bond rating changes and insider trading. This paper utilizes Credit Watch placements classified by 11 indentifiable trigger events for the years 1981‐1990. We...