Loang, Ooi Kok; Ahmad, Zamri - In: Journal of Economic Studies 49 (2021) 8, pp. 1548-1565
Purpose: This study examines the impact of firm-specific information and macroeconomic variables on market overreaction of US and Chinese winner and loser portfolio before and during COVID-19. Design/methodology/approach: The firm-specific information includes firm size, volume, volatility,...