References
[1]. Zhang Z., Zhu S. and Lv F.: A Study on the Impact Effect of the New Crown Epidemic on the Capital Market. Friends of Accounting(2020).
[2]. Qin Q., Zhou Y.: Deconstruction of the negative psychological reaction of the public in emergencies. Journal of Southwest University (Humanities and Social Sciences Edition)(2006).
[3]. Wang Q., Wang Z., Li S., Xue F.: Short-term impact of "novel coronavirus pneumonia" epidemic on price fluctuation of Chinese stock market. Economic and Management Review(2020).
[4]. Chen F.: The Heterogeneous Impact of novel coronavirus pneumonia Epidemic on Chinese Enterprises--An Empirical Study from the Perspective of Stock Price Fluctuation. Industrial technical economy(2020).
[5]. Chen Y., Shen Y., Wang J.: Financial market response to major public health emergencies. Financial research(2020).
[6]. Liu L., Yao S.: Asset Growth Effect and Market Efficiency--An Empirical Analysis Based on Risk Factors. Journal of Chongqing University (Social Science Edition)(2016).
[7]. Li Z., Yang G., Feng Y., Jing L.: Empirical Test of Fama-French Five-Factor Model in Chinese Stock Market. Financial research(2017).
[8]. Zhou Q.: An Empirical Study on the Influencing Factors of Stock Returns in China's Growth Enterprise Market--Based on Fama-French Five-factor Model. Shandong University(2019).
[9]. Zhang X., Wang Z.: Empirical Study and Regulatory Thinking of US Stock Pharmaceutical Industry under COVID-19 pandemic--Based on Fama-French Three-factor and Five-factor Models. Market Forum(2022).
[10]. Li S., Zhang Q.: Empirical Study and Regulatory Thinking of US Stock Pharmaceutical Industry under COVID-19 pandemic--Based on Fama-French Three-factor and Five-factor Models. Market Forum(2021).
[11]. Li S., Zhang Q.: An Empirical Study on the Impact of COVID-19 pandemic on US Stock Industry and Regulatory Thinking--Based on Fama-French Three-factor and Five-factor Models. Journal of Wuling(2021).
Cite this article
Deng,L.;Jiang,Q. (2023). Empirical Study and Reflection on the Impact of COVID-19 Pandemic on Chinese A-share Market--Based on Fama French Five-factor Model. Advances in Economics, Management and Political Sciences,15,193-201.
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References
[1]. Zhang Z., Zhu S. and Lv F.: A Study on the Impact Effect of the New Crown Epidemic on the Capital Market. Friends of Accounting(2020).
[2]. Qin Q., Zhou Y.: Deconstruction of the negative psychological reaction of the public in emergencies. Journal of Southwest University (Humanities and Social Sciences Edition)(2006).
[3]. Wang Q., Wang Z., Li S., Xue F.: Short-term impact of "novel coronavirus pneumonia" epidemic on price fluctuation of Chinese stock market. Economic and Management Review(2020).
[4]. Chen F.: The Heterogeneous Impact of novel coronavirus pneumonia Epidemic on Chinese Enterprises--An Empirical Study from the Perspective of Stock Price Fluctuation. Industrial technical economy(2020).
[5]. Chen Y., Shen Y., Wang J.: Financial market response to major public health emergencies. Financial research(2020).
[6]. Liu L., Yao S.: Asset Growth Effect and Market Efficiency--An Empirical Analysis Based on Risk Factors. Journal of Chongqing University (Social Science Edition)(2016).
[7]. Li Z., Yang G., Feng Y., Jing L.: Empirical Test of Fama-French Five-Factor Model in Chinese Stock Market. Financial research(2017).
[8]. Zhou Q.: An Empirical Study on the Influencing Factors of Stock Returns in China's Growth Enterprise Market--Based on Fama-French Five-factor Model. Shandong University(2019).
[9]. Zhang X., Wang Z.: Empirical Study and Regulatory Thinking of US Stock Pharmaceutical Industry under COVID-19 pandemic--Based on Fama-French Three-factor and Five-factor Models. Market Forum(2022).
[10]. Li S., Zhang Q.: Empirical Study and Regulatory Thinking of US Stock Pharmaceutical Industry under COVID-19 pandemic--Based on Fama-French Three-factor and Five-factor Models. Market Forum(2021).
[11]. Li S., Zhang Q.: An Empirical Study on the Impact of COVID-19 pandemic on US Stock Industry and Regulatory Thinking--Based on Fama-French Three-factor and Five-factor Models. Journal of Wuling(2021).