In this study, a bipolar visible light responsive photocatalytic fuel cell (PFC) was constructed by loading a Z-scheme g-C3N4/ carbon black/BiOBr and a Ti3C2/ MoS2 Schottky heterojunction on the carbon brush to prepare the photoanode and photocathode, respectively. It greatly improved the electron transfer and achieved efficient degradation of organic pollutants such as antibiotics and dyes simultaneously in two chambers of the PFC system. The Z-scheme g-C3N4/carbon black/BiOBr formed by adding highly conductive carbon black to g-C3N4/BiOBr not only effectively separates the photogenerated carriers, but also simultaneously retains the high reduction of the conduction band of g-C3N4 and the high oxidation of the valence band of BiOBr, improving the photocatalytic performance. The exceptional performance of Ti3C2/ MoS2 Schottky heterojunction originated from the superior electrical conductivity of Ti3C2 MXene, which facilitated the separation of photogenerated electron–hole pairs. Meanwhile, the synergistic effect of the two photoelectrodes further improved the photocatalytic performance of the PFC system, with degradation rates of 90.9% and 99.9% for 50 mg L− 1 tetracycline hydrochloride (TCH) and 50 mg L− 1 rhodamine-B (RhB), respectively, within 180 min. In addition, it was found that the PFC also exhibited excellent pollutant degradation rates under dark conditions (79.7%, TCH and 97.9%, RhB). This novel pollutant degradation system is expected to provide a new idea for efficient degradation of multiple pollutant simultaneously even in the dark.

This study aims to investigate the impact of COVID-19 pandemic on the stock markets of sixteen countries. Pooled OLS regression, conventional t-test and Mann-Whitney test are used to estimate the results of the study. We construct a weekly panel data of COVID-19 new cases and stock returns. Pooled OLS estimation result shows that the growth rate of weekly new cases of COVID-19 negatively predicts the return in stock market. Next, the returns on leading stock indices of these countries during the COVID-19 outbreak period are compared with returns during the non-COVID period. We use a t-test and Mann-Whitney test to compare the returns. The results reveal that investors in these countries do not react to the media news of COVID-19 at the early stage of the pandemic. However, once the human-to-human transmissibility had been confirmed, all of the stock market indices negatively reacted to the news in the short- and long-event window. Interestingly, we noticed that the Shanghai Composite Index, which was severely affected during the short-event window, bounced back during the long-event window. This indicates that the Chinese government’s drastic measures to contain the spread of the pandemic regained the confidence of investors in the Shanghai Stock Market.