Covid-19’s adverse effects on a stock market index

Kang Hua Cao, Qiqi Li, Yun Liu and Chi-Keung Woo

Applied Economics Letters, 2021, vol. 28, issue 14, 1157-1161

Abstract: We perform a panel data analysis of 14 daily stock market indices during 01/21/2020 – 06/30/2020 to document a stock market index’s negative responsiveness to Covid-19’s spread variations. We find that a stock market index’s elasticity estimate is −0.028 (p-value

Date: 2021
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DOI: 10.1080/13504851.2020.1803481

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