We assess large stock market moves in the United States and a dozen other countries based on newspaper accounts. We classify the jumps by their trigger, their geographic origin and the clarity of journalist perceptions about the reason for the move.

See our COVID-19 Paper Here

Media Coverage of our COVID-19 Paper:

Coronavirus has exerted historic influence on equity markets - Chicago Booth Review

How has COVID-19 hit the stock market? - Chicago Booth Review Interview of Steven J. Davis

Our Five Most Recent Codings

DateReturnPrimary CategoryClarity
4/17/20202.68%Other-Specify (Coronavirus)-.060
4/14/20203.06%Other-Specify (Coronavirus)-.531
4/8/20203.41%Other-Specify (Coronavirus) .632
4/6/20207.033%Other-Specify (Coronavirus)0.333

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