A sectoral-level analysis of the short- and long-term impacts of the COVID-19 pandemic on China’s stock market volatility

A sectoral-level analysis of the short- and long-term impacts of the COVID-19 pandemic on China’s stock market volatility

Sampling China’s Shenyin & Wanguo Sectoral Indices for 28 industries and 3272 listed firms included in those indices, and using industry- and firm-level daily data up to December 31, 2020, this paper empirically examined the short- and long-run impacts of the COVID-19 pandemic on stock retur...

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Bibliographic Details
Main Authors: Wei Zhang, Wenqian Hou, Chunhui Qu
Format: Article
Language:English
Published: Elsevier 2022-10-01
Series:Heliyon
Subjects:
COVID-19
Stock market
Volatility
Event study
Univariate graphic analysis
Panel regression approach
Online Access:http://www.sciencedirect.com/science/article/pii/S240584402202463X

Internet

http://www.sciencedirect.com/science/article/pii/S240584402202463X

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