- Article
Fear of COVID-19 Effect on Stock Markets: A Proposal for an Algorithmic Trading System Based on Fear
- Jessica Paule-Vianez,
- Carmen Orden-Cruz,
- Raúl Gómez-Martínez and
- Sandra Escamilla-Solano
12 June 2023
This study analyzes the fear of COVID-19 effect on European stock market returns. For this purpose, the search volumes (SV) collected by Google Trends (GT) and Wikipedia were used as proxies of fear of COVID-19. In a sample from 13 European stock mar...

