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- W4285606603 endingPage "960" @default.
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- W4285606603 abstract "This paper identifies robust determinants of US stock price movements in the economic shadow of the COVID-19 crisis and in the presence of model uncertainty, using several influential factors highlighted in relevant research. Our investigation performs an extreme bounds analysis (EBA), a global sensitivity framework capable of handling the problem of model uncertainty. We document that excess market returns, term spread, implied volatility, oil, Twitter-based economic uncertainty, and European and Chinese stock returns are the only variables that are robust to all possible variations in the condition set of information. The results also reveal the irrelevance of newly reported COVID-19 cases and deaths as novel drivers that contribute to the formation stock prices, thus lending support to the “psychophysical numbing” phenomenon." @default.
- W4285606603 created "2022-07-16" @default.
- W4285606603 creator A5037451311 @default.
- W4285606603 date "2022-09-01" @default.
- W4285606603 modified "2023-10-14" @default.
- W4285606603 title "What drives US stock markets during the COVID-19 pandemic? A global sensitivity analysis" @default.
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