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10.1016/j.frl.2020.101690 http://scihub22266oqcxt.onion/10.1016/j.frl.2020.101690 C7343658!7343658!32837377     free     free     free Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 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): 101690 Nephropedia Template TP {{tp|p=32837377|t=2021. COVID-19 and the march 2020 stock market crash Evidence from S&P1500 |pdf=|usr=}}{{32837377}} gab.com Text COVID-19 and the march 2020 stock market crash Evidence from S&P1500 JO: Financ Res Lett http://www.kidney.de/pget.php?&tw=1&pmid=32837377 #FOAvip This paper investigates the US stock market performance during the crash of March 2020 triggered by COVID-19. We find that natural gas, food, healthcare, and software stocks earn high positive returns, whereas equity values in petroleum, real estate, entertainment, and hospitality sectors fall dramatically. Moreover, loser stocks exhibit extreme asymmetric volatility that correlates negatively with stock returns. Firms react in a variety of different ways to the COVID-19 revenue shock. The analysis of the 8K and DEF14A filings of poorest performers reveals departures of senior executives, remuneration cuts, and (most surprisingly) newly approved cash bonuses and salary increases. Twit Text FOAVip COVID-19 and the march 2020 stock market crash Evidence from S&P1500 ????Financ Res Lett http://www.kidney.de/pget.php?&tw=1&pmid=32837377 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=32837377 #FOAvip English Wikipedia <ref>{{Cite pmid|32837377}}</ref> COVID-19 and the march 2020 stock market crash Evidence from S&P1500 #MMPMID32837377 Mazur M; Dang M; Vega M Financ Res Lett 2021[Jan]; 38 (ä): 101690 PMID32837377show ga This paper investigates the US stock market performance during the crash of March 2020 triggered by COVID-19. We find that natural gas, food, healthcare, and software stocks earn high positive returns, whereas equity values in petroleum, real estate, entertainment, and hospitality sectors fall dramatically. Moreover, loser stocks exhibit extreme asymmetric volatility that correlates negatively with stock returns. Firms react in a variety of different ways to the COVID-19 revenue shock. The analysis of the 8K and DEF14A filings of poorest performers reveals departures of senior executives, remuneration cuts, and (most surprisingly) newly approved cash bonuses and salary increases. äCOVID-19 and the march 2020 stock market crash Evidence from S&P1500 (epmc).pdf DeepDyve Pubget Overpricing