This article evaluates the effects of the crisis caused by the new Coronavirus (COVID-19) on the Chinese sectoral indices. Using the complexity-entropy plane methodology, we find that the COVID-19 crisis caused increased inefficiency in most of China's equity sectors. We also find heterogeneous effects depending on the economic sector. Our results are useful for a better understanding the effect of global shocks on the stock markets and how their effects are distributed across economic sectors.

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http://www.ncbi.nlm.nih.gov/pmc/articles/PMC9758612PMC
http://dx.doi.org/10.1016/j.physa.2021.126063DOI Listing

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