This page has only limited features, please log in for full access.

Unclaimed
Daniel Neukirchen
TU Dortmund University, Faculty of Business and Economics, Chair of Finance, Otto-Hahn-Str. 6, Dortmund 44227, Germany

Basic Info

Basic Info is private.

Honors and Awards

The user has no records in this section


Career Timeline

The user has no records in this section.


Short Biography

The user biography is not available.
Following
Followers
Co Authors
The list of users this user is following is empty.
Following: 0 users

Feed

Journal article
Published: 31 March 2021 in Finance Research Letters
Reads 0
Downloads 0

We investigate the relationship between firm efficiency and stock returns during the COVID-19 pandemic. We find that highly efficient firms experienced at least 9.44 percentage points higher cumulative returns during the market collapse. A long-short portfolio consisting of efficient and inefficient firms would have also yielded a significantly positive weekly return of 3.53% on average. Overall, our results show that firm efficiency has significant explanatory power for stock returns during the crisis period.

ACS Style

Daniel Neukirchen; Nils Engelhardt; Miguel Krause; Peter N. Posch. Firm efficiency and stock returns during the COVID-19 crisis. Finance Research Letters 2021, 102037 .

AMA Style

Daniel Neukirchen, Nils Engelhardt, Miguel Krause, Peter N. Posch. Firm efficiency and stock returns during the COVID-19 crisis. Finance Research Letters. 2021; ():102037.

Chicago/Turabian Style

Daniel Neukirchen; Nils Engelhardt; Miguel Krause; Peter N. Posch. 2021. "Firm efficiency and stock returns during the COVID-19 crisis." Finance Research Letters , no. : 102037.

Journal article
Published: 01 December 2020 in Finance Research Letters
Reads 0
Downloads 0

We investigate if trust affects global stock market volatility during the COVID-19 pandemic. Using a sample of 47 national stock markets, we find the stock markets’ volatility to be significantly lower in high-trust countries (in reaction to COVID-19 case announcements). Both trust in fellow citizens as well as in the countries’ governments are of significant importance.

ACS Style

Nils Engelhardt; Miguel Krause; Daniel Neukirchen; Peter N. Posch. Trust and stock market volatility during the COVID-19 crisis. Finance Research Letters 2020, 38, 101873 .

AMA Style

Nils Engelhardt, Miguel Krause, Daniel Neukirchen, Peter N. Posch. Trust and stock market volatility during the COVID-19 crisis. Finance Research Letters. 2020; 38 ():101873.

Chicago/Turabian Style

Nils Engelhardt; Miguel Krause; Daniel Neukirchen; Peter N. Posch. 2020. "Trust and stock market volatility during the COVID-19 crisis." Finance Research Letters 38, no. : 101873.

Journal article
Published: 19 June 2020 in Sustainability
Reads 0
Downloads 0

We explore if the corona-crash 2020 was driven by news attention or rational expectations about the pandemic’s economic impact. Using a sample of 64 national stock markets covering 94% of the world’s GDP, we find the stock markets’ decline to be mainly associated with higher news attention and less with rational expectation. We estimate the economic cost from the news hype to amount to USD 3.5 trillion for the US and USD 200 billion on average for the rest of the G8 countries.

ACS Style

Nils Engelhardt; Miguel Krause; Daniel Neukirchen; Peter Posch. What Drives Stocks during the Corona-Crash? News Attention vs. Rational Expectation. Sustainability 2020, 12, 5014 .

AMA Style

Nils Engelhardt, Miguel Krause, Daniel Neukirchen, Peter Posch. What Drives Stocks during the Corona-Crash? News Attention vs. Rational Expectation. Sustainability. 2020; 12 (12):5014.

Chicago/Turabian Style

Nils Engelhardt; Miguel Krause; Daniel Neukirchen; Peter Posch. 2020. "What Drives Stocks during the Corona-Crash? News Attention vs. Rational Expectation." Sustainability 12, no. 12: 5014.