COVID-19 pandemic sentiment and stock market behavior: evidence from an emerging market

Please use this identifier to cite or link to this item: http://dspace.bits-pilani.ac.in:8080/jspui/handle/123456789/16405

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DC Field	Value	Language
dc.contributor.author	Debata, Byomakesh	-
dc.date.accessioned	2024-11-20T07:22:12Z	-
dc.date.available	2024-11-20T07:22:12Z	-
dc.date.issued	2021-11	-
dc.identifier.uri	https://www.emerald.com/insight/content/doi/10.1108/rbf-05-2021-0083/full/html	-
dc.identifier.uri	http://dspace.bits-pilani.ac.in:8080/jspui/handle/123456789/16405	-
dc.description.abstract	This study uses nonlinear causality and wavelet coherence techniques to analyze the sentiment-returns nexus. The analysis is conducted on the full sample period from January to December 2020 and further extended to two subperiods from January to June and July to December to investigate whether the associations between sentiment and market returns persist even several months after the outbreak	en_US
dc.language.iso	en	en_US
dc.publisher	Emerald	en_US
dc.subject	Economics	en_US
dc.subject	Behavioral finance	en_US
dc.subject	General financial markets	en_US
dc.subject	COVID-19	en_US
dc.subject	Pandemic	en_US
dc.title	COVID-19 pandemic sentiment and stock market behavior: evidence from an emerging market	en_US
dc.type	Article	en_US
Appears in Collections:	Department of Economics and Finance

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