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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