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dc.contributor.authorLyocsa, Stefan
dc.contributor.authorBaumöhl, Eduard
dc.contributor.authorVyrost, Tomas
dc.contributor.authorMolnar, Peter
dc.date.accessioned2020-11-24T10:08:08Z
dc.date.available2020-11-24T10:08:08Z
dc.date.created2020-11-19T11:32:08Z
dc.date.issued2020-08
dc.identifier.citationLyócsa, S., Baumöhl, E., Výrost, T., Molnár, P. (2020) Fear of the coronavirus and the stock markets. Finance Research Letters, 36, 101735en_US
dc.identifier.issn1544-6123
dc.identifier.urihttps://hdl.handle.net/11250/2689278
dc.description.abstractSince the outbreak of the COVID-19 pandemic, stock markets around the world have experienced unprecedented declines amid high uncertainty. In this paper, we use Google search volume activity as a gauge of panic and fear. The chosen search terms are specific to the coronavirus crisis and correspond to phrases related to nonpharmaceutical intervention policies to fight physical contagion. We show that during this period, fear of the coronavirus – manifested as excess search volume – represents a timely and valuable data source for forecasting stock price variation around the world.en_US
dc.language.isoengen_US
dc.publisherElsevier Ltd.en_US
dc.rightsNavngivelse 4.0 Internasjonal*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/deed.no*
dc.subjectaksjemarkedeten_US
dc.subjectkoronavirusen_US
dc.subjectCovid-19en_US
dc.subjectaksjepriseren_US
dc.subjectpandemien_US
dc.titleFear of the coronavirus and the stock marketsen_US
dc.typePeer revieweden_US
dc.typeJournal articleen_US
dc.description.versionpublishedVersionen_US
dc.rights.holder© 2020 The Authors.en_US
dc.subject.nsiVDP::Samfunnsvitenskap: 200::Økonomi: 210en_US
dc.source.pagenumber7en_US
dc.source.volume36en_US
dc.source.journalFinance Research Lettersen_US
dc.identifier.doi10.1016/j.frl.2020.101735
dc.identifier.cristin1849756
dc.source.articlenumber101735en_US
cristin.ispublishedtrue
cristin.fulltextoriginal
cristin.qualitycode1


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