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The effects of pandemic event on the stock exchange of Thailand

Panyagometh, Kamphol - In: Economies : open access journal 8 (2020) 4/90, pp. 1-21

and the influences of volatility. Using a sample of 46 stocks listed in the Stock Exchange of Thailand, in this paper, an … event study technique is developed considering idiosyncratic volatility to analyze the reactions of stock prices and market … volatility in Thailand during the period of the pandemic. The empirical results suggest that most securities in the Thai stock …

Persistent link: https://www.econbiz.de/10012311822

Stock markets and the COVID-19 fractal contagion effects

Okorie, David Iheke; Lin, Boqiang - In: Finance research letters 38 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012490623

The effect of the COVID-19 pandemic on multifractals of price returns and trading volume variations of cryptocurrencies

Lahmiri, Salim - In: Decision analytics journal 6 (2023), pp. 1-5

We investigate the multifractal properties of daily price returns and trading volume variations in 35 cryptocurrencies by using the method of wavelet leaders prior and during the COVID-19 pandemic. The obtained results from the analysis of scaling exponent functions and multifractal spectrums...

Persistent link: https://www.econbiz.de/10014505962

Institutional ownership and stock return volatility during the COVID-19 crisis : an international evidence

Vo, Thi Thuy Anh; Mazur, Mieszko - In: Finance research letters 58 (2023) 4, pp. 1-10

Persistent link: https://www.econbiz.de/10014633403

Do stock markets love misery? : evidence from the COVID-19

Sergi, Bruno S.; Harjoto, Maretno Agus; Rossi, Fabrizio; … - In: Finance research letters 42 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10014581324

Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic : evidence from the time and frequency domains

Wang, Ying; Zhang, Hongwei; Gao, Wang; Yang, Cai - In: Tourism economics : the business and finance of tourism … 29 (2023) 2, pp. 460-487

Persistent link: https://www.econbiz.de/10014246045

COVID-19's impact of the return and volatility spillovers between the US and Asian stock markets

Hwang, Jae-Kwang - In: Journal of international business and economics : JIBE 22 (2022) 3, pp. 5-10

Persistent link: https://www.econbiz.de/10014246658

High frequency return and risk patterns in US sector ETFs during COVID-19

Gurrib, Ikhlaas; Kamalov, Firuz; Elshareif, Elgilani Eltahir - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 5, pp. 441-456

Persistent link: https://www.econbiz.de/10013450588

Margin purchases, short sales and stock return volatility in China : evidence from the COVID-19 outbreak

Lin, Yongjia; Wang, Yizhi; Fu, Xiaoqing - In: Finance research letters 46 (2022) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013341459

COVID-19, Government Interventions, and Stock Return and Volatility Around the World

Yang, Shuxin - 2022

. In addition, countries with less strict rules tend to experience higher volatility in stock markets when governments …

Persistent link: https://www.econbiz.de/10014084731