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Stock market

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This RePEc Biblio topic is edited by Christian Zimmermann (pzi1). It was first published on 2020-07-17 01:47:51 and last updated on 2020-09-02 20:40:59.

Most relevant research

1. Contessi, Silvio & De Pace, Pierangelo, 2020, "The International Spread of COVID-19 Stock Market Collapses," Economics Department, Working Paper Series, Economics Department, Pomona College, number 1013, Jun, revised 25 Jun 2020.
   • Contessi, Silvio & De Pace, Pierangelo, 2021, "The international spread of COVID-19 stock market collapses," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101894.
2. Lucas Herrenbrueck, 2020, "Why a pandemic recession should boost asset prices (. . . according to standard economic theory)," Discussion Papers, Department of Economics, Simon Fraser University, number dp20-07, Aug.
3. Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2020, "Contagious Margin Calls: How Covid-19 threatened global stock market liquidity," UiS Working Papers in Economics and Finance, University of Stavanger, number 2020/1, Jul.
   • Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2022, "Contagious margin calls: How COVID-19 threatened global stock market liquidity," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100689.
4. Scott R. Baker & Nicholas Bloom & Steven J. Davis & Kyle J. Kost & Marco C. Sammon & Tasaneeya Viratyosin, 2020, "The Unprecedented Stock Market Impact of COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 26945, Apr.
5. Jean-Sébastien Fontaine & Hayden Ford & Adrian Walton, 2020, "COVID-19 and bond market liquidity: alert, isolation and recovery," Staff Analytical Notes, Bank of Canada, number 2020-14, Jul, DOI: 10.34989/san-2020-14.
6. Pettenuzzo, Davide & Sabbatucci, Riccardo & Timmermann, Allan, 2020, "Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic," CEPR Discussion Papers, Centre for Economic Policy Research, number 14921, Jun.
7. Marlene Amstad & Giulio Cornelli & Leonardo Gambacorta & Dora Xia, 2020, "Investors' risk attitudes in the pandemic and the stock market: new evidence based on internet searches," BIS Bulletins, Bank for International Settlements, number 25, Jun.
8. Markus Brueckner & Joaquin Vespignani, 2020, "Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-56, Jun.
   • Markus Brueckner & Joaquin Vespignani, 2021, "COVID‐19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia," Economic Papers, The Economic Society of Australia, volume 40, issue 3, pages 173-193, September, DOI: 10.1111/1759-3441.12318.
   • Markus Brueckner & Joaquin Vespignani, 2020, "Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2020-674, Jun.
   • Brueckner, Markus & Vespignani, Joaquin, 2020, "Covid-19 infections and the performance of the stock market: an empirical analysis for Australia," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-06.
9. Niels J. Gormsen & Ralph S. J. Koijen, 2020, "Coronavirus: Impact on Stock Prices and Growth Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 27387, Jun.
   • Niels Joachim Gormsen & Ralph S J Koijen & Nikolai Roussanov, 0, "Coronavirus: Impact on Stock Prices and Growth Expectations," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 574-597.
   • Gormsen, Niels & Koijen, Ralph, 2020, "Coronavirus: Impact on Stock Prices and Growth Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 14875, Jun.
10. Zhiguo He & Stefan Nagel & Zhaogang Song, 2020, "Treasury Inconvenience Yields during the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27416, Jun.
    • He, Zhiguo & Nagel, Stefan & Song, Zhaogang, 2022, "Treasury inconvenience yields during the COVID-19 crisis," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 57-79, DOI: 10.1016/j.jfineco.2021.05.044.
    • Zhiguo He & Stefan Nagel & Zhaogang Song, 2020, "Treasury Inconvenience Yields during the COVID-19 Crisis," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-79.
11. Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Demir, Ender, 2020, "Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101597.
12. Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2020, "Corporate Bond Liquidity During the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27355, Jun.
    • Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021, "Corporate Bond Liquidity during the COVID-19 Crisis
      [The day coronavirus nearly broke the financial markets]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5352-5401.
    • Kargar, Mahyar & Lester, Benjamin & Lindsay, David & Liu, Shuo & Weill, Pierre-Olivier & Zúñiga, Diego, 2020, "Corporate Bond Liquidity During the COVID-19 Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 15231, Aug.
    • Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zuniga, 2020, "Corporate Bond Liquidity During the COVID-19 Crisis," Working Papers, Federal Reserve Bank of Philadelphia, number WP 20-43, Nov, DOI: 10.21799/frbp.wp.2020.43.
13. Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020, "Inside the Mind of a Stock Market Crash," CESifo Working Paper Series, CESifo, number 8334.
    • Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020, "Inside the Mind of a Stock Market Crash," Papers, arXiv.org, number 2004.01831, Apr, revised May 2020.
    • Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Utkus, Stephen P., 2020, "Inside the Mind of a Stock Market Crash," CEPR Discussion Papers, Centre for Economic Policy Research, number 14813, May.
    • Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020, "Inside the Mind of a Stock Market Crash," NBER Working Papers, National Bureau of Economic Research, Inc, number 27272, May.
14. Caballero, Ricardo & Simsek, Alp, 2020, "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock," CEPR Discussion Papers, Centre for Economic Policy Research, number 14627, Apr.
    • Ricardo J Caballero & Alp Simsek, 2021, "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock
      [Financial intermediaries and the cross-section of asset returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5522-5580.
    • Ricardo J. Caballero & Alp Simsek, 2020, "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “Covid-19” Shock," NBER Working Papers, National Bureau of Economic Research, Inc, number 27044, Apr.
15. Ramelli, Stefano & Wagner, Alexander F., 2020, "Feverish Stock Price Reactions to COVID-19," CEPR Discussion Papers, Centre for Economic Policy Research, number 14511, Mar.
    • Stefano Ramelli & Alexander F Wagner, 2020, "Feverish Stock Price Reactions to COVID-19," The Review of Corporate Finance Studies, Society for Financial Studies, volume 9, issue 3, pages 622-655.
    • Stefano Ramelli & Alexander F. Wagner, 2020, "Feverish Stock Price Reactions to COVID-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-12, Mar.
16. Zechner, Josef & Pagano, Marco & Wagner, Christian, 2020, "Disaster Resilience and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 14773, May.
    • Pagano, Marco & Wagner, Christian & Zechner, Josef, 2023, "Disaster resilience and asset prices," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103712.
    • Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," Papers, arXiv.org, number 2005.08929, May, revised May 2020.
    • Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2008, revised Nov 2021.
    • Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 563, May.
    • Pagano, Marco & Wagner, Christian & Zechner, Josef, 2021, "Disaster resilience and asset prices," CFS Working Paper Series, Center for Financial Studies (CFS), number 673.
17. Christoph Huber & Jürgen Huber & Michael Kirchler, 2020, "Market shocks and professionals' investment behavior - Evidence from the COVID-19 crash," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2020-11, Nov.
    • Huber, Christoph & Huber, Jürgen & Kirchler, Michael, 2021, "Market shocks and professionals’ investment behavior – Evidence from the COVID-19 crash," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106247.
    • Huber, Christoph & Huber, Juergen & Kirchler, Michael, 2020, "Market shocks and professionals' investment behavior – Evidence from the COVID-19 crash," OSF Preprints, Center for Open Science, number fgxpb, May, DOI: 10.31219/osf.io/fgxpb.
18. Rüdiger Fahlenbrach & Kevin Rageth & René M. Stulz, 2020, "How Valuable is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27106, May.
    • Rüdiger Fahlenbrach & Kevin Rageth & René M Stulz, 2021, "How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis
      [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5474-5521.
    • Rüdiger Fahlenbrach & Kevin Rageth & René M. Stulz, 2020, "How Valuable is Financial Flexibility When Revenue Stops? Evidence from the COVID-19 Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-37, May.
    • Fahlenbrach, Rudiger & Rageth, Kevin & Stulz, Rene M., 2020, "How Valuable Is Financial Flexibility When Revenue Stops? Evidence from the COVID-19 Crisis," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-07, Oct.
19. Wenzhi Ding & Ross Levine & Chen Lin & Wensi Xie, 2020, "Corporate Immunity to the COVID-19 Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 27055, Apr.
    • Ding, Wenzhi & Levine, Ross & Lin, Chen & Xie, Wensi, 2021, "Corporate immunity to the COVID-19 pandemic," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 802-830, DOI: 10.1016/j.jfineco.2021.03.005.
20. Papadamou, Stephanos & Fassas, Athanasios & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2020, "Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis," MPRA Paper, University Library of Munich, Germany, number 100020, May.

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