COVID-19 and instability of stock market performance: evidence from the U.S.

Abstract The effect of COVID-19 on stock market performance has important implications for both financial theory and practice. This paper examines the relationship between COVID-19 and the instability of both stock return predictability and price volatility in the U.S over the period January 1st, 20...

Full description

Bibliographic Details
Main Authors: Hui Hong, Zhicun Bian, Chien-Chiang Lee
Format: Article
Language:English
Published: SpringerOpen 2021-02-01
Series:Financial Innovation
Subjects:
U.S
Online Access:https://doi.org/10.1186/s40854-021-00229-1