75. COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens
EEG Investiga14 Nov 2025

75. COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens

Jana, R. K., Ghosh, I., Jawadi, F., Uddin, G. S., & Sousa, R. M. (2025). COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens. Annals of Operations Research, 345(2), 575–596. https://doi.org/10.1007/s10479-022-04744-x

This article investigates the interactions between COVID-19-related news and the U.S. equity market during the first pandemic wave (January–March 2020), using econometric and machine learning techniques. It examines how global and local COVID-19 fears, measured through daily infection data, influenced 20 U.S. sectoral stock indices. The study divides the sample into two periods: TH-I (January), when infections were mostly global, and TH-II (February–March), when local infections surged. Using Johansen co-integration, DCCA, and nonlinear Granger causality, alongside Gradient Boosting and Random Forest models, the authors find that COVID-19 fears affected sectors differently across time. In TH-I, global fears had limited and mixed effects, while in TH-II, both global and local fears negatively influenced all sectors—particularly automotive, retail, and technology. Predictive accuracy improved in TH-II, reflecting stronger market sensitivity. Overall, the study concludes that local fears became dominant drivers of market volatility as the pandemic escalated.

Det här avsnittet är hämtat från ett öppet RSS-flöde och publiceras inte av Podme. Det kan innehålla reklam.

Avsnitt(108)

20. A Discomforting Pedagogy of Poverty: Discourses, Representations and Vulnerabilities

20. A Discomforting Pedagogy of Poverty: Discourses, Representations and Vulnerabilities

Hutton, M., & Heath, T. (2025). A Discomforting Pedagogy of Poverty: Discourses, Representations and Vulnerabilities. Sociology. https://doi.org/10.1177/00380385251380772This article proposes a “pedag...

20 Mars 10min

19. Exploring the longitudinal impact of entrepreneurial education on entrepreneurial competences and intentions: evidence of an asymmetric polarization effect

19. Exploring the longitudinal impact of entrepreneurial education on entrepreneurial competences and intentions: evidence of an asymmetric polarization effect

Almeida, D. C., Afonso, P., Ferreira, L. P., & Soares, A. M. (2026). Exploring the longitudinal impact of entrepreneurial education on entrepreneurial competences and intentions: evidence of an asymme...

10 Mars 5min

18. Framework for cross-border governance: from cross-border critical factors to sustainable development

18. Framework for cross-border governance: from cross-border critical factors to sustainable development

Krüger, C., Pennabel, A. F., Paschoalotto, M. A. C., Guimarães, F. H. C. B., Medeiros Kruger, N. R., Meneguzzo, M., Passador, C. S., & Ferreira Caldana, A. C. (2024). Framework for cross-border govern...

6 Mars 11min

17. Do earnouts create the right incentives? Earnings management around earnout-based acquisitions

17. Do earnouts create the right incentives? Earnings management around earnout-based acquisitions

Coelho, A. P., & Loureiro, G. (2025). Do earnouts create the right incentives? Earnings management around earnout-based acquisitions. Journal of Financial Research. https://doi.org/10.1111/jfir.70007T...

3 Mars 13min

16. 30th birthday celebrations: Views from the top about future management research and practice

16. 30th birthday celebrations: Views from the top about future management research and practice

Ratten, V., Newman, A., Palacios-Marqués, D., Mckeown, T., Casais, B., Prentice, C., Nuñez-Sánchez, J. M., Liñán, F., Stanton, P., Le, H., Aseri, M. A., & Walton, S. (2026). 30th birthday celebrations...

24 Feb 11min

15. Between promise and practice: a scoping review of the democratic outcomes of youth participation in local governance

15. Between promise and practice: a scoping review of the democratic outcomes of youth participation in local governance

Ramos, F., Tavares, A. F., & da Cruz, N. F. (2026). Between promise and practice: a scoping review of the democratic outcomes of youth participation in local governance. Children and Youth Services Re...

20 Feb 12min

14. Science and productivity in European firms: how do regional innovation modes matter?

14. Science and productivity in European firms: how do regional innovation modes matter?

Barbosa, N., & Faria, A. P. (2026). Science and productivity in European firms: how do regional innovation modes matter? European Planning Studies, 34(1), 84–106. https://doi.org/10.1080/09654313.2025...

17 Feb 5min

13. Balancing the double-edged sword of artificial Intelligence: Job demands, resources, and Work–Life balance

13. Balancing the double-edged sword of artificial Intelligence: Job demands, resources, and Work–Life balance

Pinho, J. C., Fontes, A., & Santos, G. G. (2026). Balancing the double-edged sword of artificial Intelligence: Job demands, resources, and Work–Life balance. Computers in Human Behavior Reports, 21, 1...

13 Feb 9min

Populärt inom Vetenskap

p3-dystopia
dumma-manniskor
allt-du-velat-veta
kapitalet-en-podd-om-ekonomi
medicinvetarna
svd-nyhetsartiklar
rss-kriminologerna
sexet
bildningspodden
dumforklarat
rss-ufobortom-rimligt-tvivel
rss-spraket
det-morka-psyket
paranormalt-med-caroline-giertz
rss-vetenskapsradion-2
vetenskapsradion
halsorevolutionen
rss-vetenskapsradion
pojkmottagningen
rss-broccolipodden-en-podcast-som-inte-handlar-om-broccoli