References
- Al-Awadhi, A. M., K. Al-Saifi, A. Al-Awadhi, and S. Alhamadi. 2020. “Death and Contagious Infectious Diseases: Impact of the COVID-19 Virus on Stock Market Returns.” Journal of Behavioral and Experimental Finance 27: 100326. doi:https://doi.org/10.1016/j.jbef.2020.100326.
- Alfaro, L., A. Chari, A. N. Greenland, and P. K. Schott. 2020. “Aggregate and Firm-level Stock Returns during Pandemics, in Real Time.” NBER Working Papers 26950, National Bureau of Economic Research.
- Baker, S. R., N. Bloom, S. J. Davis, K. Kost, M. Sammon, and T. Viratyosin. 2020. “The Unprecedented Stock Market Reaction to COVID-19.” The Review of Asset Pricing Studies 10 (4): 742–758. doi:https://doi.org/10.1093/rapstu/raaa008.
- Cao, K. H., Q. Li, Y. Liu, and C. K. Woo. 2020. “Covid-19’s Adverse Effects on a Stock Market Index.” Applied Economics Letters 1–5. doi:https://doi.org/10.1080/13504851.2020.1803481.
- Davidson, R., and J. G. Mackinnon. 1993. Estimation and Inference in Econometrics. New York, NY: Oxford Press.
- Erdem, O. 2020. “Freedom and Stock Market Performance during Covid-19 Outbreak.” Finance Research Letters. Accessed 14 August 2020. https://www.sciencedirect.com/science/article/pii/S1544612320306735
- He, Q., J. Liu, S. Wang, and J. Yu. 2020. “The Impact of COVID-19 on Stock Markets.” Economic and Political Studies 8 (3): 275–288. doi:https://doi.org/10.1080/20954816.2020.1757570.
- Ramelli, S., and A. Wagner. 2020. “What the Stock Market Tells Us about the Consequences of COVID-19.” Accessed 23 March 2020. https://voxeu.org/article/what-stock-market-tells-us-about-consequences-covid-19
- Topcu, M., and O. S. Gulal. 2020. “The Impact of COVID-19 on Emerging Stock Markets.” Finance Research Letters 36: 101691. doi:https://doi.org/10.1016/j.frl.2020.101691.
- Woo, C. K., A. Lai, and Y. L. Cheung. 1995. “Specification Tests of a Market Model of Asia-Pacific Stock Returns: Thailand and Hong Kong.” Journal of Business Finance and Accounting 22 (3): 363–375. doi:https://doi.org/10.1111/j.1468-5957.1995.tb00879.x.
- Wooldridge, J. M. 2010. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press.
- Zhang, D., M. Hu, and Q. Ji. 2020. “Financial Markets under the Global Pandemic of COVID-19.” Finance Research Letters. Accessed 14 August 2020. https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7160643/