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|Title:||What Threatens Stock Markets More - The Coronavirus or the Hype Around It?|
|Citation:||What Threatens Stock Markets More - The Coronavirus or the Hype Around It? / A. Nepp, O. Okhrin, J. Egorova et al. // International Review of Economics and Finance. — 2022. — Vol. 78. — P. 519-539.|
|Abstract:||We use a linear regularized model with structural changes and found that the coronavirus pandemic had a direct and an indirect effect (via media hype) on stock markets. We reveal a correlation between internet search queries, discussions of the pandemic in the press and social media, and changes in stock market indices. We demonstrated that the effect of the pandemic coverage in digital and printed media and the effect of Google queries was comparable to, and sometimes even exceeded, the effect of the pandemic itself. We showed the effect of hype on the volume of Google queries and social media publications. © 2022 Elsevier Inc.|
|metadata.dc.description.sponsorship:||RFBR, Russia, project number 20-04-60158, funded the reported study.|
|Appears in Collections:||Научные публикации, проиндексированные в SCOPUS и WoS CC|
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