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Record W4294865470 · doi:10.2991/aebmr.k.220307.249

Research on the Influence of the COVID-19 Pandemic on Pharmaceutical Stock Markets in China —Based on Granger Causality Test

2022· article· en· W4294865470 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueAdvances in economics, business and management research/Advances in Economics, Business and Management Research · 2022
Typearticle
Languageen
FieldMedicine
TopicMedical Research and Treatments
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsGranger causalityPandemicCoronavirus disease 2019 (COVID-19)ChinaCausality (physics)Test (biology)EconometricsStock (firearms)2019-20 coronavirus outbreakAugmented Dickey–Fuller testEconomicsFinancial economicsComputer scienceBusinessVirologyMedicineInternal medicineEngineeringHistoryBiologyInfectious disease (medical specialty)OutbreakDisease

Abstract

fetched live from OpenAlex

The World Health Organization (WHO) declared the coronavirus disease, which broke out in early 2020, a "public health emergency," triggering significant problems to the Chinese economy. The pandemic has had a massive effect on the majority of industries. This article will apply the Event Analysis Approach based on Granger Causality Test to examine the epidemic's influence on the stock returns of public companies in China's pharmaceutical industry by using the Shenwan Pharmaceutical Biological Index as an example. The Granger causality test is a statistical hypothesis test used to determine if one time series can be used to predict another. If the probability value is less than any level, then the hypothesis would be rejected at that level. The research findings reveal that the COVID-19 pandemic has a substantial positive impact on the profitability of China's pharmaceutical sector, although the influence is only temporary. The importance of studying the impact of epidemics on capital markets is that the findings can provide a theoretical basis and practical recommendations for regulators and investors to make decisions during emergencies.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.018
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Science and technology studies, Research integrity
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.257
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0180.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0030.003
Science and technology studies0.0010.003
Scholarly communication0.0000.001
Open science0.0010.003
Research integrity0.0000.003
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.104
GPT teacher head0.438
Teacher spread0.334 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it