Quantifying Time-Frequency Co-movement Impact of COVID-19 on U.S. and China Stock Market Toward Investor Sentiment Index
The worldwide spread of COVID-19 dramatically influences the world economic landscape. In this paper, we have quantitatively investigated the time-frequency co-movement impact of COVID-19 on U.S. and China stock market since early 2020 in terms of daily observation from National Association of Secur...
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Frontiers Media S.A.,
2021-09-01T00:00:00Z.
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