Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/87994
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dc.contributorSchool of Accounting and Financeen_US
dc.creatorCao, KHen_US
dc.creatorLi, Qen_US
dc.creatorLiu, Yen_US
dc.creatorWoo, CKen_US
dc.date.accessioned2020-09-07T09:32:36Z-
dc.date.available2020-09-07T09:32:36Z-
dc.identifier.issn1350-4851en_US
dc.identifier.urihttp://hdl.handle.net/10397/87994-
dc.language.isoenen_US
dc.publisherRoutledge, Taylor & Francis Groupen_US
dc.rights© 2020 Informa UK Limited, trading as Taylor & Francis Groupen_US
dc.rightsThis is an Accepted Manuscript of an article published by Taylor & Francis in Applied economics letters on 6 Aug 2020 (Published online), available online: http://www.tandfonline.com/10.1080/13504851.2020.1803481.en_US
dc.subjectCovid-19en_US
dc.subjectDaily stock market indexen_US
dc.subjectMarket index elasticitiesen_US
dc.subjectPanel data analysisen_US
dc.titleCovid-19’s adverse effects on a stock market indexen_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.spage1157en_US
dc.identifier.epage1161en_US
dc.identifier.volume28en_US
dc.identifier.issue14en_US
dc.identifier.doi10.1080/13504851.2020.1803481en_US
dcterms.abstractWe 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 <0.01) for local cumulative confirmed cases. As a stock market index tends to move with Covid-19’s local and non-local spreads, international efforts of containment are expected to pare stock market losses.en_US
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationApplied economics letters, 2021, v. 28, no. 14, p. 1157-1161en_US
dcterms.isPartOfApplied economics lettersen_US
dcterms.issued2021-
dc.identifier.eissn1466-4291en_US
dc.description.validate202009 bcrcen_US
dc.description.oaAccepted Manuscripten_US
dc.identifier.FolderNumbera0473-n01-
dc.description.pubStatusPublisheden_US
dc.description.oaCategoryGreen (AAM)en_US
Appears in Collections:Journal/Magazine Article
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