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The rapid and far-reaching spread of COVID-19 related news can alter investors’ perceptions and investment behaviour and affect security returns. We investigate this hypothesis by studying the impact of COVID-19 related news (panic news, media-hype new, fake news, infodemic, and Stringency measures) and alternative measures of COVID-19 developed by Narayan et al. (2021) on Sukuk returns during different market conditions. Empirical results show asymmetric comovement between global Sukuk returns, panic news, travel bans, and the percentage of information about the novel COVID-19 pandemic. Moreover, the COVID-19 news affects the Sukuk returns only when the sukuk markets are bearish. The Sukuk returns are not affected by medical and vaccine information, and the aggregate COVID-19 index that captures the pandemic sentiment.

Sukuk returns dynamics under bullish and bearish market conditions: do COVID-19 related news and government measures matter?