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10.1016/j.frl.2020.101640 http://scihub22266oqcxt.onion/10.1016/j.frl.2020.101640 C7275187!7275187!32837366     free     free     free Warning: file_get_contents(https://eutils.ncbi.nlm.nih.gov/entrez/eutils/elink.fcgi?dbfrom=pubmed&id=32837366&cmd=llinks): Failed to open stream: HTTP request failed! HTTP/1.1 429 Too Many Requests in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 215 Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       Financ+Res+Lett 2021 ; 38 (ä): 101640 Nephropedia Template TP {{tp|p=32837366|t=2021. Stock markets and the COVID-19 fractal contagion effects |pdf=|usr=}}{{32837366}} gab.com Text Stock markets and the COVID-19 fractal contagion effects JO: Financ Res Lett http://www.kidney.de/pget.php?&tw=1&pmid=32837366 #FOAvip This article investigates the fractal contagion effect of the COVID-19 pandemic on the stock markets. The stock market information of the top 32 coronavirus affected economies (as of 31st March 2020) was sampled for ex-ante and ex-post COVID-19 outbreak analysis using the Detrended Moving Cross-Correlation Analysis (DMCA) and Detrended Cross-Correlation Analysis (DCCA) techniques. The results confirm a fractal contagion effect of the COVID-19 pandemic on the stock markets. Furthermore, this fractal contagion effect fizzles out over time (in the middle and long run) for both the stock markets return and volatility. Therefore, this article provides pieces of evidence for the COVID-19 fractal contagion effect on the stock markets. Twit Text FOAVip Stock markets and the COVID-19 fractal contagion effects ????Financ Res Lett http://www.kidney.de/pget.php?&tw=1&pmid=32837366 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=32837366 #FOAvip English Wikipedia <ref>{{Cite pmid|32837366}}</ref> Stock markets and the COVID-19 fractal contagion effects #MMPMID32837366 Okorie DI; Lin B Financ Res Lett 2021[Jan]; 38 (ä): 101640 PMID32837366show ga This article investigates the fractal contagion effect of the COVID-19 pandemic on the stock markets. The stock market information of the top 32 coronavirus affected economies (as of 31st March 2020) was sampled for ex-ante and ex-post COVID-19 outbreak analysis using the Detrended Moving Cross-Correlation Analysis (DMCA) and Detrended Cross-Correlation Analysis (DCCA) techniques. The results confirm a fractal contagion effect of the COVID-19 pandemic on the stock markets. Furthermore, this fractal contagion effect fizzles out over time (in the middle and long run) for both the stock markets return and volatility. Therefore, this article provides pieces of evidence for the COVID-19 fractal contagion effect on the stock markets. äStock markets and the COVID-19 fractal contagion effects (epmc).pdf DeepDyve Pubget Overpricing