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RePEcDerivatives & Volatility

COVID-19's Impact on Sustainable Stocks Volatility

COVID-19 significantly affected the volatility of sustainable and market-capitalisation-based stocks, with the largest impact on Large-Cap and Mid-Cap indices.

Featured in No. 13 on 24 Aug 2023 ·

Released
28 Dec 2022
First featured
No. 13 · 24 Aug 2023
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Identifier
RePEc:eme:xjmpps:xjm-08-2021-0213

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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