Umar, Muhammad; Rubbaniy, Ghulame; Rizvi, Syed Kumail Abbas - 2021
This study analyzes the impact of COVID-19 on stock market liquidity of China and four worst hit countries by the pandemic. Using daily data for the stock market illiquidity spanning over July 1, 2019 to July 10, 2020 and the data for new cases and deaths over the period from December 31, 2019...