Mason, Andrew N.; Elkassabgi, Ahmed - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-10
public announcements concerning COVID-19 vaccine developments on stock returns and volatilities for Pfizer, Moderna, and the … important public COVID-19 vaccine development announcements related to Pfizer and Moderna vaccines. This methodology was … COVID-19 vaccine development news was made public. Specifically, Pfizer stock returns were significantly higher (above the …