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Is there a pattern in how COVID-19 has affected Australia’s stock returns?

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  • Paresh Kumar Narayan
  • Qiang Gong
  • Huson Joher Ali Ahmed

Abstract

Coronavirus pandemic (COVID-19) has had a dramatic effect on global stock markets. In this article, we mount an investigation on how COVID-19 has impacted the Australian stock market returns. Using a quantile regression framework, the pattern of the effect we unravel is that COVID-19 has had a heterogeneous effect on sectors of the market, with health, information technology and consumer staples gaining.

Suggested Citation

  • Paresh Kumar Narayan & Qiang Gong & Huson Joher Ali Ahmed, 2022. "Is there a pattern in how COVID-19 has affected Australia’s stock returns?," Applied Economics Letters, Taylor & Francis Journals, vol. 29(3), pages 179-182, February.
    • Handle: RePEc:taf:apeclt:v:29:y:2022:i:3:p:179-182
    DOI: 10.1080/13504851.2020.1861190
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    Cited by:

    1. Terver Kumeka & Oluwatosin Adeniyi, 2023. "Stock markets response to contagious disease: Evidence on the impact of COVID‐19 in the three worst hit African economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4476-4499, October.
    2. Yu, Huaibing, 2022. "Does sustainable competitive advantage make a difference in stock performance during the Covid-19 pandemic?," Finance Research Letters, Elsevier, vol. 48(C).
    3. Wen, Jun & Zhao, Xinxin & Fu, Qiang & Chang, Chun-Ping, 2023. "The impact of financial risk on green innovation: Global evidence," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).

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