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10.1007/s10479-021-04115-y http://scihub22266oqcxt.onion/10.1007/s10479-021-04115-y 34007096!8120015!34007096     free     free     free Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       Ann+Oper+Res 2021 ; ä (ä): 1-26 Nephropedia Template TP {{tp|p=34007096|t=2021. The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach |pdf=|usr=}}{{34007096}} gab.com Text The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach JO: Ann Oper Res http://www.kidney.de/pget.php?&tw=1&pmid=34007096 #FOAvip This work investigates financial volatility cascades generated by SARS-CoV-2 related news using concepts developed in the field of seismology. We analyze the impact of socio-economic and political announcements, as well as of financial stimulus disclosures, on the reference stock markets of the United States, United Kingdom, Spain, France, Germany and Italy. We quantify market efficiency in processing SARS-CoV-2 related news by means of the observed Omori power-law exponents and we relate these empirical regularities to investors' behavior through the lens of a stylized Agent-Based financial market model. The analysis reveals that financial markets may underreact to the announcements by taking a finite time to re-adjust prices, thus moving against the efficient market hypothesis. We observe that this empirical regularity can be related to the speculative behavior of market participants, whose willingness to switch toward better performing investment strategies, as well as their degree of reactivity to price trend or mispricing, can induce long-lasting volatility cascades. Twit Text FOAVip The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach ????Ann Oper Res http://www.kidney.de/pget.php?&tw=1&pmid=34007096 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=34007096 #FOAvip English Wikipedia <ref>{{Cite pmid|34007096}}</ref> The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach #MMPMID34007096 Spelta A; Pecora N; Flori A; Giudici P Ann Oper Res 2021[May]; ä (ä): 1-26 PMID34007096show ga This work investigates financial volatility cascades generated by SARS-CoV-2 related news using concepts developed in the field of seismology. We analyze the impact of socio-economic and political announcements, as well as of financial stimulus disclosures, on the reference stock markets of the United States, United Kingdom, Spain, France, Germany and Italy. We quantify market efficiency in processing SARS-CoV-2 related news by means of the observed Omori power-law exponents and we relate these empirical regularities to investors' behavior through the lens of a stylized Agent-Based financial market model. The analysis reveals that financial markets may underreact to the announcements by taking a finite time to re-adjust prices, thus moving against the efficient market hypothesis. We observe that this empirical regularity can be related to the speculative behavior of market participants, whose willingness to switch toward better performing investment strategies, as well as their degree of reactivity to price trend or mispricing, can induce long-lasting volatility cascades. äThe impact of the SARS-CoV-2 pandemic on financial markets: a seismolo(epmc).pdf DeepDyve Pubget Overpricing