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  • Search: subject:"volatility size effects"
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Year of publication
Subject
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Tourism 8 asymmetry 6 conditional volatility models 6 firm size 6 volatility size effects 6 stock returns 5 Firm size 4 tourism policy reform 4 Asymmetry 3 Conditional volatility models 3 Stock returns 3 Tourism policy reform 3 Volatility size effects 3 ARCH model 2 ARCH-Modell 2 Betriebsgröße 2 Börsenkurs 2 Capital income 2 China 2 Kapitaleinkommen 2 Share price 2 Tourism policy 2 Tourismus 2 Tourismuspolitik 2 Volatility 2 Volatilität 2 tourism 2 tourism policy reforms 2 Taiwan 1 Tourism industry 1 Tourismuswirtschaft 1
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Online availability
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Free 7 Undetermined 1
Type of publication
All
Book / Working Paper 8 Article 1
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
Undetermined 6 English 3
Author
All
Chang, Chia-Lin 9 Hsu, Hui-Kuang 8 McAleer, Michael 8 Hsu, Hsu, H-K. 1
Institution
All
Department of Economics and Finance, College of Business and Economics 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Discussion paper / Tinbergen Institute 1 Documentos de Trabajo del ICAE 1 Econometric Institute Research Papers 1 Econometric Institute research papers 1 MPRA Paper 1 The North American Journal of Economics and Finance 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1 Working Papers in Economics 1
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Source
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RePEc 6 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 9 of 9
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The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2013
This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism … the volatility size effects for firm performance, regardless of firm size and estimation period. Furthermore, the risk … insight into the magnitude of the volatility size effects for firm performance, how it can vary with firm size, the impacts …
Persistent link: https://www.econbiz.de/10010326144
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Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan
Chang, Chia-Lin; Hsu, Hui-Kuang - Volkswirtschaftliche Fakultät, … - 2013
This paper investigates the volatility size effects for firm performance in the Taiwan tourism industry, especially the … magnitude of the volatility size effects for firm performance, how it can vary with firm size, the impacts arising from the … Chinese tourists to Taiwan. The empirical findings confirm that there have been important changes in the volatility size …
Persistent link: https://www.econbiz.de/10011110214
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The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chang, Chia-Lin; McAleer, Michael; Hsu, Hsu, H-K. - Faculteit der Economische Wetenschappen, Erasmus … - 2013
This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism … the volatility size effects for firm performance, regardless of firm size and estimation period. Furthermore, the risk … insight into the magnitude of the volatility size effects for firm performance, how it can vary with firm size, the impacts …
Persistent link: https://www.econbiz.de/10010732584
Saved in:
Cover Image
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chang, Chia-Lin; McAleer, Michael; Hsu, Hui-Kuang - Facultad de Ciencias Económicas y Empresariales, … - 2013
This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism … the volatility size effects for firm performance, regardless of firm size and estimation period. Furthermore, the risk … insight into the magnitude of the volatility size effects for firm performance, how it can vary with firm size, the impacts …
Persistent link: https://www.econbiz.de/10010862578
Saved in:
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The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - Tinbergen Instituut - 2013
). Volume 29(C), pages 381-401.<P> This paper investigates the stock returns and volatility size effects for firm performance in … been important changes in the volatility size effects for firm performance, regardless of firm size and estimation period … analysts as it provides insight into the magnitude of the volatility size effects for firm performance, how it can vary with …
Persistent link: https://www.econbiz.de/10011255765
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Cover Image
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10010191310
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Cover Image
The impact of China on stock return and volatility
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10010354381
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The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - In: The North American Journal of Economics and Finance 29 (2014) C, pp. 381-401
This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism … the volatility size effects for firm performance, regardless of firm size and estimation period. Furthermore, the risk … insight into the magnitude of the volatility size effects for firm performance, how it can vary with firm size, the impacts …
Persistent link: https://www.econbiz.de/10010931457
Saved in:
Cover Image
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - Department of Economics and Finance, College of … - 2013
This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism … the volatility size effects for firm performance, regardless of firm size and estimation period. Furthermore, the risk … insight into the magnitude of the volatility size effects for firm performance, how it can vary with firm size, the impacts …
Persistent link: https://www.econbiz.de/10010907395
Saved in:
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