17-052/III - Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic 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; University of Sydney Business School; Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain and Yokohama National University, Japan
  • Publication date
    June 9, 2017
  • Keywords
    Unexpected Non-macroeconomic Factors, Stock Market, Event Study, Econometric Modeling.
  • JEL
    C21, C58, G01, H12, Z32.