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COVID-19 and stock market volatility: An industry level analysis

Seungho Baek1, Sunil K Mohanty1, Mina Glambosky1

  • 1Department of Finance, Koppelman School of Business, Brooklyn College, City University of New York (CUNY), 2900 Bedford Avenue, Brooklyn, NY 11210, USA.

Finance Research Letters
|September 8, 2020
PubMed

Keywords:
COVID-19Idiosyncratic riskIndustryMachine Learning Feature SelectionStock market volatilityTotal risk

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