Coronavirus (COVID-19) — An epidemic or pandemic for financial markets

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson · Econometrica · 1991 · 10.4K citations

Business, Economics, Finance +17

Giving Content to Investor Sentiment: The Role of Media in the Stock Market

Paul C. Tetlock · The Journal of Finance · 2007 · 4.5K citations

Business, Economics, Finance +17

Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns

Abdullah M. Al-Awadhi, Khaled Alsaifi, Ahmad M. Al-Awadhi et al. · Journal of Behavioral and Experimental Finance · 2020 · 1.4K citations · Full text

Business, Economics, Infectious Diseases +16

The Causal Impact of Media in Financial Markets

Joseph Engelberg, Christopher A. Parsons · The Journal of Finance · 2011 · 1.1K citations

Business, Finance, Causal Inference +15

Dynamic co-movements of stock market returns, implied volatility and policy uncertainty

Nikolaos Antonakakis, Ioannis Chatziantoniou, George Filis · Economics Letters · 2013 · 558 citations

Business, Economics, Finance +16