In this research work, Efficient Stock forecasting model using Log Bilinear and Long Short term memory (LBL-LSTM) is designed, considering external fluctuating factors to analyze impact of the pandemic COVID 19, on stock market performance using similar kind of historical records like past...

This paper shows that COVID-19 is associated with a decrease in liquidity and increased pricing efficiency and trading activities before the NYSE closed its trading floor. The closure of the trading floor led to a reduction of liquidity, pricing efficiency, and trading activities on the NYSE....

This study investigates the U.S. stock market efficiency from the symmetric and asymmetric perspectives during the COVID-19 pandemic. We explore that the pandemic boosts (hurts) the information role of symmetrically (asymmetrically) informed trading. Specifically, we find that the epidemic...