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Article Dans Une Revue Finance Research Letters Année : 2022

Shall the winning last? A study of recent bubbles and persistence

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Résumé

In this study, we analyze stock market performance of 43 firms that show very large price rises in COVID-19 times for the period 21/11/2019 – 20/1/2021. These cover 6 industries - work-from-home companies, stay-at-home companies, Cryptocurrency companies, Bitcoin companies, Coronavirus Vaccine companies and Coronavirus therapeutics companies. Our results demonstrate the presence of bubbles and persistence patterns.

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hal-03603161 , version 1 (09-03-2022)

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Akanksha Jalan, Roman Matkovskyy, Valerio Potì. Shall the winning last? A study of recent bubbles and persistence. Finance Research Letters, 2022, 45, pp.102162. ⟨10.1016/j.frl.2021.102162⟩. ⟨hal-03603161⟩
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