The influence of investor sentiment on the Chinese stock market amid COVID-19: An event study analysis.

ABSTRACT: This study investigates the influence of investor sentiment on the Chinese stock market during the COVID-19 pandemic, using an event study analysis to examine data from December 2019 to December 2022. It aims to explore how investor sentiment, driven by news, social media, and economic uncertainties, has affected stock market performance during the pandemic. Data from 2005 to 2022 have been used to analyze abnormal and cumulative returns across key pandemic-related events, such as government interventions, lockdowns, and vaccine rollouts. The results show significant fluctuations in market returns driven by changes in sentiment. Positive sentiment, linked to government stimulus measures and vaccine announcements, led to positive market reactions, while negative sentiment, stemming from pan

SUBMITTER: Sun Y 

PROVIDER: S-EPMC12440205 | biostudies-literature | 2025

REPOSITORIES: biostudies-literature