Live Chat with the Experts: Covid-19 and the Impact on Stock Returns Globally

RavenPack | March 10, 2021

Watch the first Live Chat with the Experts for 2021, where we discuss the repercussions of the Covid pandemic on financial markets. Materials are available along with the video.

Overview

In our first Chat with the Experts for 2021, RavenPack’s Senior Data Scientist, Inna Grinis, joined Professor Yong Joo Kang, of Thompson Rivers University where they discussed how the professor has been using news analytics data, downloaded from RavenPack’s Covid Media Monitor, to broach new ground in research. No stranger to experimenting with alternative data, in one previous research study Yong Joo Kang used luxury good consumption as a novel means of measuring equity premium in South Korea’s borse. Here we will get his take on our bespoke Coronavirus data and how academics and business professionals can leverage it in their studies and models.

Key talking points covered:

  • Current research on the impact of the Covid pandemic on financial markets.
  • The insights RavenPack’s news analytics-based gauges can provide on financial market volatility during the pandemic.
  • How sentiment and panic indexes from RavenPack’s Coronavirus media monitor have been employed in University studies.

Related RavenPack Research

Speakers


Yong Joo Kang
Yong Joo Kang
Assistant Professor
Thompson Rivers University


Yong Joo Kang is currently an Assistant Professor at the School of Business and Economics, Thompson Rivers University. He has a PhD in Business Administration with a major in Finance and minor in Economics at Yonsei University, a MBA in Finance at New York University, a MS in Engineering-Economic Systems and Operations Research at Stanford University, and a BS in Chemical Engineering at UC Berkeley. Previously, he was a Visiting Professor and Lecturer at Yonsei where he has taught undergraduate and graduate finance courses. Prior to pursuing his PhD he worked for over 10 years in investment banking at Credit Suisse, Goldman Sachs, and Barclays. Yong Joo conducts research in Asset Pricing, Derivatives, Portfolio Allocation and Monetary Policy. He has published in SSCI and KCI journals.


Inna Grinis
Inna Grinis
Senior Data Scientist
RavenPack


Inna is a Senior Data Scientist and Quantitative Researcher at RavenPack, specialised in global macro investment strategies and macroeconomics. Prior to joining RavenPack in July 2020, Inna worked for three years at Goldman Sachs in London, in the Global Portfolio Solutions (GPS) Group and the Investment Strategy Group, as a macro researcher. Her main projects there included thematic research on the impact of demographics on inflation and asset prices, and building an in-house nowcasting infrastructure. Inna holds a PhD and an MRes in Economics from the London School of Economics, a BA from Cambridge, and is a CFA Charterholder.




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