Advanced search
Publication Cover
Emerging Markets Finance and Trade Volume 57, 2021 - Issue 6: Research on Pandemics
Submit an article Journal homepage
1,175
Views
4
CrossRef citations to date
0
Altmetric
Research on Pandemics

Special Issue on the Pandemic Research

Susan Sunila Sharmaa Centre for Financial Econometrics & Department of Finance, Deakin Business School, Deakin University, Melbourne, AustraliaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-7297-1557
ORCID Icon &
Yezhou Shab Capital University of Economics and Business, Beijing, ChinaORCID Iconhttps://orcid.org/0000-0002-2966-5781
ORCID Icon
Pages 1543-1546 | Published online: 07 May 2021

References

  • Bal, D., and S. Mohanty. 2021. Sectoral nonlinear causality between stock market volatility and the COVID-19 pandemic: Evidence from India. Asian Economics Letters, 2(1). doi:10.46557/001c.21380.
  • Bing, T. 2021. The impact of COVID-19 on the relation between retail investors’ trading and stock returns in the Chinese market. Asian Economics Letters, 2(1). doi:10.46557/001c.19015.
  • Devpura, N., 2021. Effect of COVID-19 on the relationship between Euro/USD exchange rate and oil price. MethodsX, 8, 101262. https://doi.org/10.1016/j.mex.2021.101262.
  • Devpura, N. and P. K. Narayan. 2020. Hourly oil price volatility: The role of COVID-19. Energy Research Letters, 1(2), 13683. doi:10.46557/001c.13683.
  • Devpura, N., Narayan, P.K., Sharma, S.S., 2018. Is stock return predictability time-varying? Journal of International Financial Markets, Institutions and Money, 52, 152–172. https://doi.org/10.1016/j.intfin.2017.06.001.
  • Ertuğrul, H. M., B. O. Güngör, and U. Soytaş. 2020. The effect of the COVID-19 outbreak on the Turkish diesel consumption volatility dynamics. Energy Research Letters, 1(3). doi:10.46557/001c.17496.
  • Fasanya, I. O., O. J. Oyewole, and J. A. Oliyide. 2021. Can Uncertainty due to pandemic predict Asia-Pacific energy stock markets? Asian Economics Letters, 2(1). doi:10.46557/001c.21223.
  • Fu, Q., and C.P. Chang. 2021. How do pandemics affect government expenditures? Asian Economics Letters, 2(1). doi:10.46557/001c.21147.
  • Gurrib, I., Q. L. Kweh, D. Contu, and F. Kamalov. 2021. COVID-19, short-selling ban and energy stock prices. Energy Research Letters, 1(4). doi:10.46557/001c.18562.
  • Kartal, M. T. 2021. The effect of the COVID-19 pandemic on oil prices: Evidence from Turkey. Energy Research Letters, 1(4). doi:10.46557/001c.18723.
  • Liu, L., E. Z. Wang, and C. C. Lee. 2020. Impact of the COVID-19 pandemic on the crude oil and stock markets in the US: A time-varying analysis. Energy Research Letters, 1 (1). doi:10.46557/001c.13154.
  • Narayan, P. K., Gong, Q., and Ahmed, H. J. (2021) Is there a pattern in how COVID-19 has affected Australia’s stock returns?, Applied Economics Letters, doi: 10.1080/13504851.2020.1861190.
  • Narayan, P. K. 2020a. Has COVID-19 changed exchange rate resistance to shocks? Asian Economics Letters, 1(1). doi:10.46557/001c.17389.
  • Narayan, P. K. 2020b. Did bubble activity intensify during COVID-19? Asian Economics Letters, 1(2). doi:10.46557/001c.17654.
  • Narayan, P. K., Devpura, N., and Wang, H. (2020). Japanese currency and stock market—What happened during the COVID-19 pandemic?. Economic Analysis and Policy, 68, 191–198. doi: 10.1016/j.eap.2020.09.014.
  • Narayan, P.K., Sharma, S.S., 2018. An analysis of time-varying commodity market price discovery. International Review of Financial Analysis, 57, 122–133. https://doi.org/10.1016/j.irfa.2018.03.008.
  • Polemis, M., and S. Soursou. 2020. Assessing the impact of the COVID-19 pandemic on the Greek energy firms: An event study analysis. Energy Research Letters, 1(3). doi:10.46557/001c.17238.
  • Sharma, S. S. 2020. A note on the Asian market volatility during the COVID-19 pandemic. Asian Economics Letters, 1(2). doi:10.46557/001c.17661.
  • Westerlund, J., H. Karabiyik, P. K. Narayan, and S. Narayan. 2021. Estimating the speed of adjustment of leverage in the presence of interactive effects. Journal of Financial Econometrics. nbab002, doi:10.1093/jjfinec/nbab002.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.