سرریز فناوری زنجیره بلوکی بر نوسانات بازار بورس در بحران کووید 19؛ شواهدی از شرکت‌های پذیرفته شده در بورس تهران

Abbas, Y., Martinetti, A., Moerman, J., Hamberg, T., Dongen, V., & Leo, A. (2020). Do you have confidence in how your rolling stock has been maintained? A blockchain-led knowledge-sharing platform for building trust between stakeholders. International Journal of Information Management, 55, 1-12.

Abdullahi, M. (2019). Evaluating the macroeconomic dimensions of the spread of the Corona virus. Economic Research Office of the Parliament (in Persian).

Abuzayed, B., Elie, B., Nedal, A., & Naji, J. (2021). Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. Economic Analysis and Policy, 71(2), 180-197.

Anwar, S., Faisal, R., & NaelSayedahmed, D. (2022). The impact of blockchain technology on stock market performance during COVID-19: A comparison of the stock markets in the United Arab Emirates and India. International Journal of Mechanical Engineering, 70(1), 1645-1650.

Arellano, M., & Bond, S. (1991). Some tests of specifications for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58, 277-297.

Baltagi, B. (2008). Econometric analysis of panel data (5th ed.). John Wiley & Sons.

Baek, S., Mohanty, S., & Glambosky, M. (2020). COVID-19 and stock market volatility: An industry level analysis. Finance Research Letters.

Beirne, J., et al. (2008). Volatility spillovers and contagion from mature to emerging stock markets. International Monetary Fund (IMF) Working Paper, WP/08/286.

Carlini, F., Cucinelli, D., Previtali, D., & Soana, M. G. (2020). Don't talk too bad! Stock market reactions to bank corporate governance news. Journal of Banking & Finance, 105962.

Chen, X., & Chiang, T. C. (2020). Empirical investigation of changes in policy uncertainty on stock returns–Evidence from China’s market. Research in International Business and Finance, 101183.

Dai, Z., & Zhu, H. (2020). Stock return predictability from a mixed model perspective. Pacific-Basin Finance Journal, 60, 101267.

Diebold, F. X., & Yilmaz, K. (2012). Better to give than to receive: Predictive directional measurement of volatility spillover. International Journal of Forecasting, 23, 57-66.

Fatahi, S., & Kianpour, S. (2019). The relationship between stock market returns, gold returns and the spread of the corona virus in Iran: The approach of capiola functions. Economics and Modeling Quarterly, 11(2), 181-221 (in Persian).

Hassanrasheed, D. M. (2022). Effect of blockchain technology investment on the stock market reaction, firm value, and financial performance. Journal of Modern Commercial Studies, 8(14), 151-189.

He, F., Lucey, B., & Wang, Z. (2020). Trade policy uncertainty and its impact on the stock market: Evidence from China-US trade conflict. Finance Research Letters, 101753.

Huang, H. Y., & Ho, K. C. (2020). Liquidity, earnings management, and stock expected returns. The North American Journal of Economics and Finance, 54, 101261.

Huang, S., & Liu, H. (2021). Impact of COVID-19 on stock price crash risk: Evidence from Chinese energy firms. Energy Economics, 101(2), 1-10.

Koop, G., Pesaran, M. H., & Potter, S. M. (1996). Impulse response analysis in non-linear multivariate models. Journal of Econometrics, 74, 119-147.

Liu, Z., Luu, T., Huynh, D., & Dai, P. (2021). The impact of COVID-19 on the stock market crash risk in China. Research in International Business and Finance, 57(2), 1-10.

Maqsood, H., Mehmood, I., Maqsood, M., Yasir, M., Afzal, S., Aadil, F., & Muhammad, K. (2020). A local and global event sentiment based efficient stock exchange forecasting using deep learning. International Journal of Information Management, 50, 432-451.

Markowitz, H. (1952). Portfolio selection. The Journal of Finance, 7(1), 77-99.

Pesaran, M. H., & Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. Economics Letters, 58, 17-29.

Taheri, I. (2019). Examining the consequences of the corona virus on the economy of Iran and the world. The Quarterly of Hakmrani Ta'ala, 2(2), 171-182 (in Persian).

Yen, J., & Wang, T. (2020). Stock price relevance of voluntary disclosures about blockchain technology and cryptocurrencies. Nonlinear Science, Non-equilibrium and Complex Phenomena.

Zhang, Y., & Liu, H. (2020). Stock market reactions to social media: Evidence from WeChat.

Zhu, B., & Niu, F. (2016). Investor sentiment, accounting information and stock price: Evidence from China. Pacific-Basin Finance Journal, 38, 125-134.