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The Impact of COVID-19 on Financial Markets
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The Impact of COVID-19 on Financial Markets

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Financial Markets".

Deadline for manuscript submissions: closed (31 December 2021) | Viewed by 22660

Special Issue Editor

Dr. Muhammad A. Cheema

E-Mail Website
Guest Editor
Otago Business School, University of Otago, 9016 Dunedin, New Zealand
Interests: empirical asset pricing; behavioural finance; energy economics

Special Issue Information

Dear Colleagues,

The spread of COVID-19—transforming from a regional crisis in China to a global pandemic within three months—has caused severe damage to human lives and the global economy. Stock markets around the world have plummeted to their lowest levels since the 2008 global financial crisis. Furthermore, the impact of COVID-19 on stock markets is more severe than any previous infectious disease outbreak, including the 1918 Spanish Flu.

This Special Issue invites submissions related to the impact of COVID-19 on financial markets. The primary aim of this issue is to help researchers and policymakers to understand the performance of financial markets and assets under extreme stress.

The Special Issue will focus on the impact of COVID-19 on stock markets, derivative markets, commodities markets, real estate markets, debt markets, and foreign exchange market. We invite submissions that relate to (but not limited to) the following topics:

  • The impact on safe haven assets;
  • The impact on financial markets;
  • Bond markets—treasury, municipals, corporate;
  • Risk management;
  • Bankruptcies;
  • Investor sentiment;
  • Stock market anomalies;
  • Changes to capital structure;
  • Changes to payout policy;
  • The impact on commodities;
  • The impact on green energy stocks;
  • The impact on risk factors.

Dr. Muhammad A. Cheema
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • Stock markets 
  • Commodity markets 
  • Bond markets 
  • Monetary policy 
  • Banking sector 
  • Bond markets 
  • Currency markets 
  • Derivatives markets 
  • Real estate markets 
  • Anomalies 
  • Risk factors 
  • Bankruptcy 
  • Investor sentiment 
  • Safe havens

Published Papers (3 papers)

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Research

19 pages, 421 KiB  
Article
Digital Marketing Effects of Clubhouse on Crowdfunding in the Context of COVID-19
by Peter Konhäusner and Robert Seidentopf
J. Risk Financial Manag. 2021, 14(8), 347; https://0-doi-org.brum.beds.ac.uk/10.3390/jrfm14080347 - 29 Jul 2021
Cited by 3 | Viewed by 4304
Abstract
In the marketing mix, promotion is mentioned as using the communication channels available to present and market the product or service at hand. In recent years, social media has risen as an influential marketing communication channel in digital space. Apart from end-to-end direct [...] Read more.
In the marketing mix, promotion is mentioned as using the communication channels available to present and market the product or service at hand. In recent years, social media has risen as an influential marketing communication channel in digital space. Apart from end-to-end direct messengers and video communication in times of the COVID-19 pandemic, the social media channel Clubhouse offers an audio-only experience. The current research lacks analysis of the potential influence of the hyped social network. Due to the novelty of the channel and the absence of text messages as well as visual stimuli, questions regarding the impact that usage of this social media channel might have on crowdfunding, a means of rising popularity in alternative financing, have arisen. The study builds upon the media richness theory of Daft and Lengel as well as the channel expansion theory of Carlson and Zmud. Besides literature research, explorative expert interview analyses were applied to answer the research question at hand. The main findings include different approaches to foster the opportunities of Clubhouse for marketing crowdfunding campaigns in line with insights about the user group of Clubhouse as well as development options for the platform. Full article
(This article belongs to the Special Issue The Impact of COVID-19 on Financial Markets)
13 pages, 978 KiB  
Article
S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown
by Camillo Lento and Nikola Gradojevic
J. Risk Financial Manag. 2021, 14(7), 330; https://0-doi-org.brum.beds.ac.uk/10.3390/jrfm14070330 - 16 Jul 2021
Cited by 10 | Viewed by 4701
Abstract
This paper explores price spillover effects around the COVID-19 pandemic market meltdown between the S&P 500 index, five other financial markets, and the VIX. Frequency domain causalities are estimated for the January–May 2020 time period on a high-frequency data set at five-minute intervals. [...] Read more.
This paper explores price spillover effects around the COVID-19 pandemic market meltdown between the S&P 500 index, five other financial markets, and the VIX. Frequency domain causalities are estimated for the January–May 2020 time period on a high-frequency data set at five-minute intervals. The results reveal that price movements in the S&P 500 generally caused price movements in other financial markets before the market meltdown; however, a large number of bi-directional causalities emerged during the market meltdown. During the market recovery, S&P 500 price movements were more likely to be caused by other financial markets’ price movements. The VIX, exchange rate, and gold returns had the most prominent influence on the S&P 500 returns in the market recovery. Full article
(This article belongs to the Special Issue The Impact of COVID-19 on Financial Markets)
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25 pages, 1764 KiB  
Article
COVID-19 Pandemic and Financial Contagion
by Julien Chevallier
J. Risk Financial Manag. 2020, 13(12), 309; https://0-doi-org.brum.beds.ac.uk/10.3390/jrfm13120309 - 03 Dec 2020
Cited by 30 | Viewed by 7256
Abstract
The original contribution of this paper is to empirically document the contagion of the Covid-19 on financial markets. We merge databases from Johns Hopkins Coronavirus Center, Oxford-Man Institute Realized Library, NYU Volatility Lab, and St-Louis Federal Reserve Board. We deploy three types of [...] Read more.
The original contribution of this paper is to empirically document the contagion of the Covid-19 on financial markets. We merge databases from Johns Hopkins Coronavirus Center, Oxford-Man Institute Realized Library, NYU Volatility Lab, and St-Louis Federal Reserve Board. We deploy three types of models throughout our experiments: (i) the Susceptible-Infective-Removed (SIR) that predicts the infections’ peak on 2020-03-27; (ii) volatility (GARCH), correlation (DCC), and risk-management (Value-at-Risk (VaR)) models that relate how bears painted Wall Street red; and, (iii) data-science trees algorithms with forward prunning, mosaic plots, and Pythagorean forests that crunch the data on confirmed, deaths, and recovered Covid-19 cases and then tie them to high-frequency data for 31 stock markets. Full article
(This article belongs to the Special Issue The Impact of COVID-19 on Financial Markets)
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