Dynamic Connectedness among Vaccine Companies’ Stock Prices: Before and after Vaccines Released

This study investigates the interconnectedness among the stocks of the publicly listed vaccine-producing companies before and after vaccine releases in 2020/21. In doing so, the study utilizes the daily frequency equity returns of the major vaccine producers, including Moderna, Pfizer, Johnson &...

Full description

Bibliographic Details
Main Authors: Kazi Sohag, Anna Gainetdinova, Shawkat Hammoudeh, Riad Shams
Format: Article
Language:English
Published: MDPI AG 2022-08-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/15/2812