---
title: COVID-19's Impact on Sustainable Stocks Volatility
url: https://www.ml-quant.com/papers/repec/eme-xjmpps-xjm-08-2021-0213/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eme:xjmpps:xjm-08-2021-0213
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FXJM-08-2021-0213%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Axjmpps%3Axjm-08-2021-0213
featured: 2023-08-24
citations: unknown
topic: Derivatives & 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FXJM-08-2021-0213%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Axjmpps%3Axjm-08-2021-0213
- Identifier: RePEc:eme:xjmpps:xjm-08-2021-0213
- Released: 2022-12-28
- First featured: Quant Letter No. 13 (2023-08-24): https://www.ml-quant.com/issues/2023-08-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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