Finance research letters · 2020 · 227 citations · 22 references
Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsAsset PricingInternational FinanceInternational Stock MarketsInfectious Disease PandemicMarket TrendManagementBusinessPermanent VolatilityInternational TransmissionFinanceFinancial Crisis
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Measuring Economic Policy Uncertainty*
Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.2K citations · Full text
Financial markets under the global pandemic of COVID-19
Dayong Zhang, Min Hu, Qiang Ji · Finance research letters · 2020 · 2.3K citations · Full text
The Unprecedented Stock Market Reaction to COVID-19
Scott Baker, Nicholas Bloom, Steven J. Davis et al. · The Review of Asset Pricing Studies · 2020 · 1.4K citations · Full text