相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。Stock return predictability over four centuries: The role of commodity returns
Bernard Njindan Iyke et al.
FINANCE RESEARCH LETTERS (2021)
COVID-19 lockdowns, stimulus packages, travel bans, and stock returns
Paresh Kumar Narayan et al.
FINANCE RESEARCH LETTERS (2021)
The Efficacy of Lockdown Against COVID-19: A Cross-Country Panel Analysis
Vincenzo Alfano et al.
APPLIED HEALTH ECONOMICS AND HEALTH POLICY (2020)
Covid-19 mortality is negatively associated with test number and government effectiveness
Li-Lin Liang et al.
SCIENTIFIC REPORTS (2020)
Stock markets' reaction to COVID-19: Cases or fatalities?
Badar Nadeem Ashraf
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE (2020)
Japanese currency and stock market-What happened during the COVID-19 pandemic?
Paresh Kumar Narayan et al.
ECONOMIC ANALYSIS AND POLICY (2020)
COVID-19: Media coverage and financial markets behavior-A sectoral inquiry
Omair Haroon et al.
JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE (2020)
Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results
Afees A. Salisu et al.
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2020)
Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe
Adam Zaremba et al.
FINANCE RESEARCH LETTERS (2020)
Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets
Badar Nadeem Ashraf
JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE (2020)
Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns
Abdullah M. Al-Awadhi et al.
JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE (2020)
Coronavirus (COVID-19) - An epidemic or pandemic for financial markets
Mohsin Ali et al.
JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE (2020)
How Do Firms Respond to COVID-19? First Evidence from Suzhou, China
Xin Gu et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
Flatten the Curve and Stock Market Liquidity - An Inquiry into Emerging Economies
Omair Haroon et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
COVID-19's Impact on Stock Prices Across Different Sectors-An Event Study Based on the Chinese Stock Market
Pinglin He et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
The Disease Outbreak Channel of Exchange Rate Return Predictability: Evidence from COVID-19
Bernard Njindan Iyke
EMERGING MARKETS FINANCE AND TRADE (2020)
Country Responses and the Reaction of the Stock Market to COVID-19-a Preliminary Exposition
Dinh Hoang Bach Phan et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
COVID-19 Pandemic and Firm-level Cash Holding-Moderating Effect of Goodwill and Goodwill Impairment
Xiuhong Qin et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
How Does COVID-19 Affect China's Insurance Market?
Yating Wang et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
Which Firm-specific Characteristics Affect the Market Reaction of Chinese Listed Companies to the COVID-19 Pandemic?
Hao Xiong et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
Fear Sentiment, Uncertainty, and Bitcoin Price Dynamics: The Case of COVID-19
Conghui Chen et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
COVID-19 and Air Quality: Evidence from China
Wen Ming et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
The Impact of the COVID-19 Pandemic on Firm Performance
Huayu Shen et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
Implications of COVID-19 Pandemic on the Global Trade Networks
C. T. Vidya et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
The Response of the Labor Force Participation Rate to an Epidemic: Evidence from a Cross-Country Analysis
Zhen Yu et al.
EMERGING MARKETS FINANCE AND TRADE (2020)
Financial markets under the global pandemic of COVID-19
Dayong Zhang et al.
FINANCE RESEARCH LETTERS (2020)
Freedom and stock market performance during Covid-19 outbreak
Orhan Erdem
FINANCE RESEARCH LETTERS (2020)
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models
Walid Mensi et al.
REVIEW OF INTERNATIONAL ECONOMICS (2016)
Testing for Predictability in Conditionally Heteroskedastic Stock Returns
Joakim Westerlund et al.
JOURNAL OF FINANCIAL ECONOMETRICS (2015)
Does the choice of estimator matter when forecasting returns?
Joakim Westerlund et al.
JOURNAL OF BANKING & FINANCE (2012)
The roles of news and volatility in stock market correlations during the global financial crisis
Melissa Mun et al.
EMERGING MARKETS REVIEW (2012)
Investor sentiment and the mean-variance relation
Jianfeng Yu et al.
JOURNAL OF FINANCIAL ECONOMICS (2011)
Efficient market hypothesis in European stock markets
Maria Rosa Borges
EUROPEAN JOURNAL OF FINANCE (2010)
A Note on the Theme of Too Many Instruments
David Roodman
OXFORD BULLETIN OF ECONOMICS AND STATISTICS (2009)
Investor sentiment and the cross-section of stock returns
Malcolm Baker et al.
JOURNAL OF FINANCE (2006)
A finite sample correction for the variance of linear efficient two-step GMM estimators
F Windmeijer
JOURNAL OF ECONOMETRICS (2005)