{"id":"https://openalex.org/W4284994920","doi":"https://doi.org/10.1145/3537693.3537735","title":"Effect of COVID-19 Pandemic and Macroeconomic Factors on the US Capital Market","display_name":"Effect of COVID-19 Pandemic and Macroeconomic Factors on the US Capital Market","publication_year":2022,"publication_date":"2022-04-27","ids":{"openalex":"https://openalex.org/W4284994920","doi":"https://doi.org/10.1145/3537693.3537735"},"language":"en","primary_location":{"id":"doi:10.1145/3537693.3537735","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3537693.3537735","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 6th International Conference on E-Commerce, E-Business and E-Government","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5037765970","display_name":"Zhihang Pan","orcid":null},"institutions":[{"id":"https://openalex.org/I151746483","display_name":"University of Waterloo","ror":"https://ror.org/01aff2v68","country_code":"CA","type":"education","lineage":["https://openalex.org/I151746483"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Zhihang Pan","raw_affiliation_strings":["University of Waterloo, Canada"],"raw_orcid":"https://orcid.org/0000-0002-8220-2639","affiliations":[{"raw_affiliation_string":"University of Waterloo, Canada","institution_ids":["https://openalex.org/I151746483"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5037765970"],"corresponding_institution_ids":["https://openalex.org/I151746483"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.10831657,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"336","last_page":"341"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11711","display_name":"COVID-19 Pandemic Impacts","score":0.9498999714851379,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11711","display_name":"COVID-19 Pandemic Impacts","score":0.9498999714851379,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/pandemic","display_name":"Pandemic","score":0.6834844946861267},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.6597453951835632},{"id":"https://openalex.org/keywords/coronavirus-disease-2019","display_name":"Coronavirus disease 2019 (COVID-19)","score":0.6247841715812683},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5840418338775635},{"id":"https://openalex.org/keywords/treasury","display_name":"Treasury","score":0.5744847655296326},{"id":"https://openalex.org/keywords/causality","display_name":"Causality (physics)","score":0.5609782934188843},{"id":"https://openalex.org/keywords/shock","display_name":"Shock (circulatory)","score":0.5308930277824402},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.46910151839256287},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.4675409197807312},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.4662220776081085},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4637582302093506},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.4532053768634796},{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.44840008020401},{"id":"https://openalex.org/keywords/capital-market","display_name":"Capital market","score":0.43929019570350647},{"id":"https://openalex.org/keywords/yield","display_name":"Yield (engineering)","score":0.4370490312576294},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.17976850271224976},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.150262713432312},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.13270658254623413},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.11033859848976135},{"id":"https://openalex.org/keywords/medicine","display_name":"Medicine","score":0.10444846749305725},{"id":"https://openalex.org/keywords/internal-medicine","display_name":"Internal medicine","score":0.08498969674110413},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.08355024456977844}],"concepts":[{"id":"https://openalex.org/C89623803","wikidata":"https://www.wikidata.org/wiki/Q12184","display_name":"Pandemic","level":5,"score":0.6834844946861267},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6597453951835632},{"id":"https://openalex.org/C3008058167","wikidata":"https://www.wikidata.org/wiki/Q84263196","display_name":"Coronavirus disease 2019 (COVID-19)","level":4,"score":0.6247841715812683},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5840418338775635},{"id":"https://openalex.org/C2780889827","wikidata":"https://www.wikidata.org/wiki/Q10756188","display_name":"Treasury","level":2,"score":0.5744847655296326},{"id":"https://openalex.org/C64357122","wikidata":"https://www.wikidata.org/wiki/Q1149766","display_name":"Causality (physics)","level":2,"score":0.5609782934188843},{"id":"https://openalex.org/C2781300812","wikidata":"https://www.wikidata.org/wiki/Q178061","display_name":"Shock (circulatory)","level":2,"score":0.5308930277824402},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.46910151839256287},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.4675409197807312},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.4662220776081085},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4637582302093506},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4532053768634796},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.44840008020401},{"id":"https://openalex.org/C143910263","wikidata":"https://www.wikidata.org/wiki/Q750458","display_name":"Capital market","level":2,"score":0.43929019570350647},{"id":"https://openalex.org/C134121241","wikidata":"https://www.wikidata.org/wiki/Q899301","display_name":"Yield (engineering)","level":2,"score":0.4370490312576294},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17976850271224976},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.150262713432312},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.13270658254623413},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.11033859848976135},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.10444846749305725},{"id":"https://openalex.org/C126322002","wikidata":"https://www.wikidata.org/wiki/Q11180","display_name":"Internal medicine","level":1,"score":0.08498969674110413},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.08355024456977844},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C191897082","wikidata":"https://www.wikidata.org/wiki/Q11467","display_name":"Metallurgy","level":1,"score":0.0},{"id":"https://openalex.org/C2779134260","wikidata":"https://www.wikidata.org/wiki/Q12136","display_name":"Disease","level":2,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C524204448","wikidata":"https://www.wikidata.org/wiki/Q788926","display_name":"Infectious disease (medical specialty)","level":3,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3537693.3537735","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3537693.3537735","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 6th International Conference on E-Commerce, E-Business and E-Government","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W2489540272","https://openalex.org/W3012901173","https://openalex.org/W3027581085","https://openalex.org/W3042786199","https://openalex.org/W4231546411"],"related_works":["https://openalex.org/W1589100136","https://openalex.org/W2890373187","https://openalex.org/W178814299","https://openalex.org/W2501839603","https://openalex.org/W1506380559","https://openalex.org/W2120860797","https://openalex.org/W4237804916","https://openalex.org/W4242598792","https://openalex.org/W1990507303","https://openalex.org/W2349019353"],"abstract_inverted_index":{"The":[0,88],"pandemic":[1,54,104],"showed":[2],"strong":[3],"initial":[4],"shock":[5],"to":[6,19,28,40,84,102],"the":[7,25,29,34,42,48,51,60,92,103,106,115],"capital":[8],"market.":[9],"It":[10],"has":[11,94],"lasted":[12],"over":[13],"20":[14],"months":[15],"and":[16,55,97,121],"is":[17,70],"expected":[18],"continue":[20],"in":[21],"2022.":[22],"Test":[23],"how":[24],"market":[26,93],"responses":[27],"COVID-19":[30,108],"cases":[31,109],"now":[32],"considering":[33],"economy":[35],"recovery":[36],"would":[37],"be":[38],"valuable":[39],"forecast":[41],"market's":[43],"movement.":[44],"In":[45],"this":[46],"paper,":[47],"effects":[49],"of":[50],"COVID":[52],"19":[53],"US":[56],"economic":[57],"performance":[58],"on":[59],"S&P":[61],"500":[62],"index":[63],"are":[64],"analyzed.":[65],"A":[66],"time":[67],"series":[68],"analysis":[69,89],"conducted":[71],"with":[72],"a":[73,111,126],"multivariate":[74],"vector":[75],"autoregressive":[76],"model":[77],"using":[78],"data":[79],"from":[80],"Jan":[81],"22,":[82],"2020":[83],"Oct":[85],"8,":[86],"2021.":[87],"suggested":[90],"that":[91],"mostly":[95],"recovered":[96],"turns":[98],"out":[99],"less":[100],"sensitive":[101],"as":[105],"increasing":[107],"show":[110,125],"negative":[112],"causality":[113],"while":[114],"treasury":[116],"10-year":[117],"yield":[118],"curve":[119],"rate":[120,124],"foreign":[122],"exchange":[123],"much":[127],"stronger":[128],"causality.":[129]},"counts_by_year":[],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
