research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … volatility remains higher than in normal periods, signaling a bearish tendency in the market. The COVID variable, as an exogenous …Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency …

We consider several economic uncertainty indicators for the United States and the UK before and during the COVID-19 … pandemic: implied stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic … greatly-from an 80 percent rise (relative to January 2020) in two-year implied volatility on the S&P 500 to a 20-fold rise in …

The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore … 2020 to April 2021. We document that vaccination programs assist in decreasing the volatility of energy stocks around the … world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed …

This paper aims to investigate the impact of various COVID-19 pandemic waves on real estate stock returns and their … volatility in developed (US, Australia), emerging (Turkey, Poland), and frontier (Morocco, Jordan) markets. A study using a GJR … waves. Furthermore, in the aftermath of the pandemic development, an increase in the volatility of stock returns can be …

the WHO. Moreover, volatility shocks tended to persist for a longer period after COVID-19. …The aftermath of the COVID-19 pandemic is not limited to human lives and health sectors. It has also changed social and … economic aspects of the world. This study investigated the Islamic stock market's reaction and changes in volatility before and …