COVID-19 and stock returns: Evidence from the Markov switching dependence approach.

Bouteska A, Sharif T, Abedin MZ.

DOI: 10.1016/j.ribaf.2023.101882
Published: 2023-01-16
Container: Res Int Bus Finance
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.1016/j.ribaf.2023.101882,
  title = {COVID-19 and stock returns: Evidence from the Markov switching dependence approach.},
  author = {Bouteska A and  Sharif T and  Abedin MZ.},
  year = {2023},
  journal = {Res Int Bus Finance},
  doi = {10.1016/j.ribaf.2023.101882},
  url = {https://doi.org/10.1016/j.ribaf.2023.101882}
}

RIS

TY  - JOUR
TI  - COVID-19 and stock returns: Evidence from the Markov switching dependence approach.
AU  - Bouteska A
AU  -  Sharif T
AU  -  Abedin MZ.
PY  - 2023
JO  - Res Int Bus Finance
DO  - 10.1016/j.ribaf.2023.101882
UR  - https://doi.org/10.1016/j.ribaf.2023.101882
ER  -

APA

A, B., T, S., & MZ., A. (2023). COVID-19 and stock returns: Evidence from the Markov switching dependence approach.. Res Int Bus Finance. https://doi.org/10.1016/j.ribaf.2023.101882

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europe-pmc · retrieved 2026-09-27T12:23:20.670Z