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• W4377011312 startingPage "e16054" @default.
• W4377011312 abstract "The paper investigates the co-movement of COVID-19 pandemic and performance of stock markets of four emerging economies. The Quantile-on-Quantile regression model was applied to daily share prices of stock markets from March 13, 2020 to November 30, 2021 in these economies. The results indicate varied relationships across various quantiles of COVID-19 cases and share prices. Whilst both positive and negative relationships are established at different quantiles of share prices for Brazil and Kenya, negative co-movements are recorded for India and South Africa for all quantiles of share prices. The varying dependence between COVID-19 and stock markets provide critical insights to policy makers." @default.
• W4377011312 created "2023-05-19" @default.
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• W4377011312 date "2023-05-01" @default.
• W4377011312 modified "2023-09-27" @default.
• W4377011312 title "COVID-19 pandemic and stock market performance: A comparative study of emerging economies" @default.
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• W4377011312 doi "https://doi.org/10.1016/j.heliyon.2023.e16054" @default.
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