13-118/III - The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry

• Authors
  Chia-Lin Chang, National Chung Hsing University, Taiwan; Hui-Kuang Hsu, National Pingtung Institute of Commerce, Taiwan; Michael McAleer, National Tsing Hua University, Hsinchu, Taiwan, Erasmus University Rotterdam, The Netherlands, and Complutense University of Madrid, Spain
• Publication date
  August 16, 2013

• Keywords
  Tourism, firm size, stock returns, conditional volatility models, volatility size effects, asymmetry, tourism policy reform
• JEL
  C22, G18, G28, G32, L83