16-104/III - Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors

• Authors
  Anastasios Zopiatis, Cyprus University of Technology, Cyprus; Christos S. Savva, Cyprus University of Technology, Cyprus; Neophytos Lambertides, Cyprus University of Technology, Cyprus; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain; Yokohama National University, Japan
• Publication date
  November 25, 2016

• Keywords
  Tourism, Terrorism, Stock Market, Event Study, GJR, Econometric Modeling
• JEL
  C21, C58, G01, H12, Z32