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• W4281866035 endingPage "101592" @default.
• W4281866035 startingPage "101592" @default.
• W4281866035 abstract "Information about the COVID-19 pandemic abounds, but which COVID-19 data actually impacts stock prices? We investigate which measures of COVID-19 matter most by applying elastic net regression for measure selection using a sample of the 35 largest stock markets. Out of 24 measures, COVID-19 related Google search trends, the stringency of government responses and media hype prevail during the height of the COVID-19 crisis. These measures proxy for COVID-19 related uncertainty, the economic impact of lockdowns and panic-driven media attention, respectively, summarizing key aspects of COVID-19 that move stock markets. Moreover, geographical proximity to the virus’s outbreak and a country’s development level also matter in terms of impact." @default.
• W4281866035 created "2022-06-13" @default.
• W4281866035 creator A5010672413 @default.
• W4281866035 creator A5012508352 @default.
• W4281866035 creator A5044745246 @default.
• W4281866035 creator A5084504049 @default.
• W4281866035 date "2023-04-01" @default.
• W4281866035 modified "2023-10-16" @default.
• W4281866035 title "Which COVID-19 information really impacts stock markets?" @default.
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