The footprints of COVID-19 on Central Eastern European stock markets : an intraday analysis
| Year of publication: |
2021
|
|---|---|
| Authors: | Aslam, Faheem ; Nogueiro, Francisca ; Brasil, Mariana ; Ferreira, Paulo ; Mughal, Khurram Shahzad ; Bashir, Beenish ; Latif, Saima |
| Published in: |
Post-communist economies. - Basingstoke, Hants : Taylor & Francis, ISSN 1465-3958, ZDB-ID 1485001-1. - Vol. 33.2021, 6, p. 751-769
|
| Subject: | Covid-19 | efficiency | high-frequency data | multifractality | stock markets | Aktienmarkt | Stock market | Coronavirus | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Osteuropa | Eastern Europe | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Schätzung | Estimation |
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