All Outputs (3)

Which COVID-19 information really impacts stock markets? (2022)
Journal Article
SZCZYGIELSKI, J.J., CHARTERIS, A., BWANYA, P.R. and BRZESZCZYŃSKI, J. 2023. Which COVID-19 information really impacts stock markets? Journal of international financial markets, institutions and money [online], 84, article 101592. Available from: https://doi.org/10.1016/j.intfin.2022.101592

Information about COVID-19 pandemic abounds, but which COVID-19 data actually impacts stock prices? We investigate which measures of COVID-19 matter most by applying elastic net regression for measure selection using a sample of the 35 largest stock... Read More about Which COVID-19 information really impacts stock markets?.

Rethinking financial contagion: information transmission mechanism during the COVID-19 pandemic. (2022)
Journal Article
YAROVAYA, L, BRZESZCZYŃSKI, J., GOODBELL, J., LUCEY, B. and LAU, C.K.M. 2022. Rethinking financial contagion: information transmission mechanism during the COVID-19 pandemic. Journal of international financial markets, institutions and money [online], 80, article 101589. Available from: https://doi.org/10.1016/j.intfin.2022.101589

Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19 pandemic triggered an urgent need for a study summarising the existing knowledge of contagion phenomenon. This paper provides a review of conceptual approaches to... Read More about Rethinking financial contagion: information transmission mechanism during the COVID-19 pandemic..

Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence. (2022)
Journal Article
BRZESZCZYŃSKI, J., GAJDKA, J., PIETRASZEWSKI, P. and SCHABEK, T. 2022. Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence. Finance research letters [online], 49, article 102986. Available from: https://doi.org/10.1016/j.frl.2022.102986

In this study, we investigate changes in risk of socially responsible investments (SRI) companies in the periods before and during the COVID-19 pandemic relying on a broad dataset covering SRI indices from 35 markets analyzed between 2016 and 2021. O... Read More about Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence..