Market structure dynamics during COVID-19 outbreak

Pier Francesco Procacci, Carolyn E. Phelan and Tomaso Aste

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Abstract: In this note, we discuss the impact of the COVID-19 outbreak from the perspective of the market-structure. We observe that the US market-structure has dramatically changed during the past four weeks and that the level of change has followed the number of infected cases reported in the USA. Presently, market-structure resembles most closely the structure during the middle of the 2008 crisis but there are signs that it may be starting to evolve into a new structure altogether. This is the first article of a series where we will be analyzing and discussing market-structure as it evolves to a state of further instability or, more optimistically, stabilization and recovery.

Date: 2020-03
New Economics Papers: this item is included in nep-fmk and nep-hme
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2003.10922

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