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Dynamic Monitoring of Seroconversion using a Multianalyte Immunobead Assay for Covid-19

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Published on: February 16, 2022

COVID-19, volatility dynamics, and sentiment trading.

Kose John¹, Jingrui Li²

¹Leonard N. Stern School of Business, New York University, USA.

Journal of Banking & Finance

|November 17, 2021

Summary

Key COVID-19 information significantly impacts stock and option market volatility. News sentiment, especially concerning COVID, markets, and lockdowns, drives jump volatility in indices like VIX and S&P 500.

Keywords:

Banking COVID-19, Coronavirus Google search index Government relief Jumps Lockdown Market News Sentiment index Textual analysis VIX Virus Volatility

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Area of Science:

Financial Economics
Behavioral Finance
Information Economics

Background:

The COVID-19 pandemic introduced unprecedented uncertainty, significantly impacting financial markets.
Understanding how specific information categories influence market dynamics is crucial for investors and policymakers.
Behavioral factors, such as trader sentiment and perceptual errors, play a role in price discovery during crises.

Purpose of the Study:

To analyze the influence of diverse COVID-19 information categories on stock and option market price dynamics.
To develop a theoretical model incorporating behavioral traders' sentiment-driven perceptual errors.
To quantify the impact of sentiment indices on jump volatility for key market indicators.

Main Methods:

Constructed novel sentiment proxies using Google search data for five news categories: COVID, Market, Lockdown, Banking, and Government relief efforts.
Developed a theoretical model to explain how news sentiment affects behavioral traders' decisions and market volatility.
Empirically tested the model's predictions on the VIX, S&P 500, and S&P 500 Banks indices during a specific period in 2020.

Main Results:

COVID, Market, Lockdown, and Banking indices significantly increased jump volatility in the VIX.
COVID and Market indices positively influenced jump volatility in S&P 500 and S&P 500 Banks indices.
Government relief efforts index decreased jump volatility, while Banking and Lockdown indices showed a delayed (5-day) reduction in stock index jump volatility.

Conclusions:

The study confirms that specific COVID-19 related information categories demonstrably impact market volatility, particularly jump risk.
Behavioral traders' sentiment, influenced by news intensity and type, is a key driver of these market reactions.
Findings align with the theoretical model, highlighting the differential effects of information sentiment across stock and option markets.