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COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission

Using the first reported case of COVID-19 in a given U.S. county as the event day, we find that firms headquartered in an affected county experience, on average, a 27-bps lower return in the 10-day post-event window. This negative effect nearly doubles in magnitude for firms in counties with a highe...

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Bibliografiske detaljer
Udgivet i:Rev Asset Pricing Stud
Main Authors: Bretscher, Lorenzo, Hsu, Alex, Simasek, Peter, Tamoni, Andrea
Format: Artigo
Sprog:Inglês
Udgivet: Oxford University Press 2020
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC7543590/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/rapstu/raaa017
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