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The Value of a Cure : An Asset Pricing Perspective

Acharya, Viral V.; Johnson, Timothy C.; Sundaresan, … - 2021

We estimate the value of ending a pandemic using the joint behavior of stock prices and a vaccine progress indicator during 2020. In a general equilibrium model, the observed market response to vaccine progress serves to identify the expected rate of loss of wealth during the pandemic, which...

Persistent link: https://www.econbiz.de/10013238997

The Value of a Cure : An Asset Pricing Perspective

Acharya, Viral V. - 2020

We provide an estimate of the value of a cure using the joint behavior of stock prices and a vaccine progress indicator during the ongoing COVID-19 pandemic. Our indicator is based on the chronology of stage-by-stage progress of individual vaccines and related news. We construct a general...

Persistent link: https://www.econbiz.de/10012482346