Keywords
GeopoliticsEconomicsVolatility (finance)Financial economicsStock marketPandemicMonetary economicsGranger causalityFinancial crisisCoronavirus disease 2019 (COVID-19)MacroeconomicsEconometricsGeographyPolitical science
Affiliated Institutions
Related Publications
The Unprecedented Stock Market Reaction to COVID-19
Abstract No previous infectious disease outbreak, including the Spanish Flu, has affected the stock market as forcefully as the COVID-19 pandemic. In fact, previous pandemics le...
Financial markets under the global pandemic of COVID-19
The rapid spread of coronavirus (COVID-19) has dramatic impacts on financial markets all over the world. It has created an unprecedented level of risk, causing investors to suff...
Filter Rules and Stock-Market Trading
IN THE recent literature there has been a considerable interest in the theory of random walks in stock-market prices. The basic hypothesis of the theory is that successive price...
Feverish Stock Price Reactions to COVID-19*
Abstract Market reactions to the 2019 novel coronavirus disease (COVID-19) provide new insights into how real shocks and financial policies drive firm value. Initially, internat...
Does the Stock Market Overreact?
ABSTRACT Research in experimental psychology suggests that, in violation of Bayes' rule, most people tend to “overreact” to unexpected and dramatic news events. This study of ma...
Publication Info
- Year
- 2020
- Type
- article
- Volume
- 70
- Pages
- 101496-101496
- Citations
- 1394
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
1394
OpenAlex
Cite This
Arshian Sharif,
Chaker Aloui,
Larisa Yarovaya
(2020).
COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach.
International Review of Financial Analysis
, 70
, 101496-101496.
https://doi.org/10.1016/j.irfa.2020.101496
Identifiers
- DOI
- 10.1016/j.irfa.2020.101496