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 …