@article{Hsu_Y-2022_83449,
title = {Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: evidence from global stock markets},
author = {Hsu, Y. and Tang, L.},
month = {jul},
year = {2022},
abstract = {This paper first investigates the relationship between investor sentiment, captured by internet search behaviour, and the unexpected component of stock market volatility during the COVID-19 pandemic. According to data on 12 major stock markets, our research indicates a positive correlation between the Google search volume index on COVID-19 and the unexpected volatility of stock markets. The result suggests that greater COVID-19-related investor sentiment during this pandemic is associated with higher stock market uncertainty.},
volume = {82},
journal = {International Review of Financial Analysis},
publisher = {Elsevier},
url = {https://doi.org/10.1016/j.irfa.2022.102186},
}
