Has COVID-19 changed the stock return-oil price predictability pattern?
Abstract In this paper, we examine if COVID-19 has impacted the relationship between oil prices and stock returns predictions using daily Japanese stock market data from 01/04/2020 to 03/17/2021. We make a novel contribution to the literature by testing whether the COVID-19 pandemic has changed this...
Main Authors: | Fan Zhang, Paresh Kumar Narayan, Neluka Devpura |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2021-08-01
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Series: | Financial Innovation |
Subjects: | |
Online Access: | https://doi.org/10.1186/s40854-021-00277-7 |
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