Epidemics, Public Sentiment, and Infectious Disease Equity Market Volatility

• Main Authors: Jinxia Meng (Author), Qingyi Su (Author), Jinhua Zhang (Author), Li Wang (Author), Ruihui Xu (Author), Cheng Yan (Author)
• Format: Book
• Published: Frontiers Media S.A., 2021-05-01T00:00:00Z.
• Subjects: article
• Online Access: Connect to this object online.

Background: This article studies the relationship between the COVID-19 epidemic, public sentiment, and the volatility of infectious disease equities from the perspective of the United States. We use weekly data from January 3, 2020 to March 7, 2021. This provides a sufficient dataset for empirical a...