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Journal of Business & Economic Statistics Volume 41, 2023 - Issue 3
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Articles

Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19

Yiannis Karaviasa University of Birmingham, Birmingham, UK;Correspondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-1208-5537View further author information
ORCID Icon,
Paresh Kumar Narayanb Monash University, Clayton, Australia;ORCID Iconhttps://orcid.org/0000-0001-7934-8146View further author information
ORCID Icon &
Joakim Westerlundc Lund University, Lund, Sweden;;d Deakin University, Burwood, AustraliaView further author information
Pages 653-666 | Published online: 08 Apr 2022

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Longguang Yang, Fengshuang Hou & Huihong Shi. (2023) A Study of Bitcoin-Based Intraday Volatility Forecasting for Cross-Market Spreads. Emerging Markets Finance and Trade 59:14, pages 3941-3951.
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Yousef Kaddoura & Joakim Westerlund. (2023) Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed. Journal of Business & Economic Statistics 41:3, pages 778-790.
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Xuesheng Chen, Caixia Liu, Zhangxin (Frank) Liu & Yongkang (Stanley) Huang. (2023) Corporate Financial Portfolio and Distress Risk: Forewarned is Forearmed. Emerging Markets Finance and Trade 59:6, pages 1852-1864.
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Samuel Faria, Alexandre Guedes, João Rebelo & Sofia Gouveia. (2023) Impact of an exogenous shock (COVID-19) on the performance of Portuguese wine firms: a structural break analysis. Applied Economics Letters 0:0, pages 1-6.
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Ken C. Ho, Chunhui Chen, Da Yang & Yibo Gao. (2022) Medical reform, Covid-19 vaccine and stock returns: the case of Chinese listed pharmaceutical and healthcare companies. Applied Economics Letters 0:0, pages 1-8.
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Yechi Ma, Zheng Fu, Weixian Jiang, Yuhong Liu & Zilong Wang. (2022) The Impact of China’s Overseas Emigration Network on Outward Foreign Direct Investment. Emerging Markets Finance and Trade 0:0, pages 1-12.
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Yuting Gong, Xiao Li & Wenjun Xue. The effect of EPU spillovers on the bond returns: a cross-country analysis. Applied Economics Letters 0:0, pages 1-8.
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Articles from other publishers (12)

Siu Kai Choy, Craig Lewis & Yongxian Tan. (2023) Can the changes in fundamentals explain the attenuation of anomalies?. Journal of Financial Economics 149:2, pages 142-160.
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Aida Garcia-Lazaro & Nick Pearce. (2023) Intangible capital, the labour share and national ‘growth regimes’. Journal of Comparative Economics 51:2, pages 674-695.
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Ming Fang, Yizhou Lin & Chiu-Lan Chang. (2023) Positive and negative price bubbles of Chinese agricultural commodity futures. Economic Analysis and Policy 78, pages 456-471.
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Isiaka Akande Raifu, Terver Theophilus Kumeka & Onyinye Maria David-Wayas. (2023) Testing Multiple Structural Breaks in the Oil Price–Stock Price Nexus in Asian Oil-Importing Countries During the Russia-Ukraine War. Asian Economics Letters 4:Early View.
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Luca Margaritella & Joakim Westerlund. (2023) Using information criteria to select averages in CCE. The Econometrics Journal.
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Yiguo Sun, Delong Li, Chenyi Suo & Yu Wang. (2023) A threshold effect of COVID-19 risk on oil price returns. Energy Economics 120, pages 106618.
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Ines Abdelkafi, Youssra Ben Romdhane, Sahar Loukil & Fatma Zaarour. (2022) Covid-19 impact on Latin and Asian stock markets. Managerial Finance 49:1, pages 29-45.
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Jonas Freibauer & Silja Grawert. (2022) Testing of a Volatility-Based Trading Strategy Using Behavioral Modified Asset Allocation. Journal of Risk and Financial Management 15:10, pages 435.
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Vítor João Pereira Domingues Martinho. (2022) Impacts of the COVID-19 Pandemic and the Russia–Ukraine Conflict on Land Use across the World. Land 11:10, pages 1614.
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Pengyu ChenYiannis KaraviasElias Tzavalis. (2022) Panel unit-root tests with structural breaks. The Stata Journal: Promoting communications on statistics and Stata 22:3, pages 664-678.
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Siu Kai Choy, Craig M. Lewis & Yongxian Tan. (2020) Can the Changes in Fundamentals Explain the Attenuation of Investment-Related Anomalies. SSRN Electronic Journal.
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Xuesheng Chen, Caixia Liu, Zhangxin (Frank) Liu & Yongkang Stanley Huang. (2020) Corporate Financial Portfolio and Distress Risk: Forewarned is Forearmed. SSRN Electronic Journal.
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