In search of COVID-19 and stock market behavior.

The aim of this paper is two-fold. First, we investigate the nexus between investor attention to COVID-19 and daily returns in 59 countries. We use Google Search Volume Index to account for investor attention.

Light a lamp and look at the stock market.

In this study, we investigate the impact of the light-a-lamp event that occurred in India during the COVID-19 lockdown. This event happened across the country, and millions of people participated in it. We link this event to the stock market through investor sentiment and misattribution bias.

Information flow and COVID-19 recovery.

This study examines whether the flow of information pertaining to COVID-19 helps to contain the pandemic. We capture the information flow of the pandemic using the Google Search Volume Index for the keyword in 33 states and union territories in India. We find that the information flow is inversely related to positive cases reported in these regions.