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Market reaction, COVID-19 pandemic and return distribution

Chenglu Jin1,2, Xingyu Lu1, Yihan Zhang1

  • 1School of Finance, Zhejiang University of Finance and Economics, Hangzhou 310018, China.

Finance Research Letters
|February 14, 2022
PubMed

Keywords:
COVID-19 pandemicEvent studyMarket reactionQuantile auto-regression approachReturn distributions

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