Market reaction, COVID-19 pandemic and return distribution
Chenglu Jin, Xingyu Lu, Yihan Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Jin, Chenglu ; Lu, Xingyu ; Zhang, Yihan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-8
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| Subject: | COVID-19 pandemic | Event study | Market reaction | Quantile auto-regression approach | Return distributions | Coronavirus | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment | Ereignisstudie | Börsenkurs | Share price | Epidemie | Epidemic | Ankündigungseffekt | Announcement effect | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102701 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553679