Cash-flow Risk and Industry Response to COVID-19 Outbreak

Sinagl, Petra

doi:10.2139/ssrn.3566511

Search citation statements

Order By: Relevance

Paper Sections

Select...

Financial Variables and Valuations1

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2020

2022

Publication Types

Select...

Article3

Relationship

Self Cite0

Independent3

Authors

Journals

Cited by 3 publications

(1 citation statement)

References 10 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Indeed, extensive investment relies on a steady source of financing, either internal or external (Hou et al, 2015). Not did only the pandemic adversely affect companies' ability to generate revenue, but also "froze" credit markets, making external financing more costly and challenging (Nozawa and Qiu, 2020;De Vito and Gómez, 2020;Sinagl, 2020;Fahlenbrach et al, 2020;Banerjee et al, 2020). The subsequent cash crunch may lead to massive insolvencies (Baldwin and Weder di Mauro, 2020;Benassy-Quere et al, 2013).…”

Section: Financial Variables and Valuationsmentioning

confidence: 99%

The Quest for Multidimensional Financial Immunity to the COVID-19 Pandemic: Evidence from International Stock Markets

et al. 2020

View full text Add to dashboard Cite

Section: Financial Variables and Valuationsmentioning

confidence: 99%

The Quest for Multidimensional Financial Immunity to the COVID-19 Pandemic: Evidence from International Stock Markets

et al. 2020

View full text Add to dashboard Cite

The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets

Zaremba

Kizys

Tzouvanas

et al. 2021

Journal of International Financial Markets, Institutions and Mo

View full text Add to dashboard Cite

The association of the number of confirmed COVID-19 cases and fatalities with stock market returns: A case of the USA and China

Rehman

Ahmad

Naseem

et al. 2022

COC

View full text Add to dashboard Cite

The daily stock indices/returns of the Shanghai Stock Exchange (SSE) and the New York Stock Exchange (NYSE) were examined from January 2, 2020, to April 2, 2020, during the COVID-19 pandemic period. The sample was then split into three event windows. The returns were negative during the post-COVID-19 window for both markets. Interestingly, a positive link was found between NYSE returns and COVID-19 cases and deaths during the peak COVID-19 death window. These findings indicate the buying frenzy of investors in the NYSE in the wake of the increased pandemic level as compared to the SSE.

show abstract

Cash-flow Risk and Industry Response to COVID-19 Outbreak

Cited by 3 publications

References 10 publications

The Quest for Multidimensional Financial Immunity to the COVID-19 Pandemic: Evidence from International Stock Markets

The Quest for Multidimensional Financial Immunity to the COVID-19 Pandemic: Evidence from International Stock Markets

The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets

The association of the number of confirmed COVID-19 cases and fatalities with stock market returns: A case of the USA and China

Contact Info

Product

Resources

About