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Investment sensitivity to market uncertainty in the travel and tourism sector
16 references·0 citing·41 second hop
Investment sensitivity to market uncertainty in the travel and tourism sector (2023)Investment sensitivity to market uncertai…The Stock Price Reaction of the COVID-19 Pandemic on the Airline, Hotel, and Tourism Industries (2021)The Stock Price Reaction of t…A review of research into air transport and tourism (2021)A review of research into air…The effect of novel coronavirus pandemic on tourism share prices (2020)The effect of novel coronavir…How to Survive a Pandemic: The Corporate Resiliency of Travel and Leisure Companies to the COVID-19 Outbreak (2020)How to Survive a Pandemic: Th…Economic policy uncertainty and corporate investment: Evidence from the U.S. hospitality industry (2019)Economic policy uncertainty a…Risk, Uncertainty and Monetary Policy (2011)Risk, Uncertainty and Monetar…Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation (2006)Asymmetries in Stock Returns:…The Investor Fear Gauge (2000)The Investor Fear GaugeAdditional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time (1998)Additional Tests for a Unit R…Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements (1996)Why Do Markets Move Together?…The Conditional Relation between Beta and Returns (1995)The Conditional Relation betw…Threshold heteroskedastic models (1994)Threshold heteroskedastic mod…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…A long memory property of stock market returns and a new model (1993)A long memory property of sto…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Modeling and Forecasting Realized Volatility (2003)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Introductory Econometrics for Finance (2008)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)The Cross-Section of Expected Stock Returns (1992)Downside Risk (2006)Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly (2010)Is size dead? A review of the size effect in equity returns (2011)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)ARCH modeling in finance (1992)Extreme Correlation of International Equity Markets (2001)International Asset Allocation With Regime Shifts (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Macroeconomics and Reality (1980)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Fluctuations in Uncertainty (2014)Measuring Uncertainty (2015)Multivariate GARCH models: a surveyAsymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Multivariate GARCH models: a survey (2006)The Cross‐Section of Volatility and Expected Returns (2006)Testing for a unit root in variables with a double change in the mean (1998)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A new unit root test with two structural breaks in level and slope at unknown time (2010)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
  • 1993A long memory property of stock market returns and a new model3,282 cited
  • 1994Threshold heteroskedastic models2,346 cited
  • 2011Risk, Uncertainty and Monetary Policy1,330 cited
  • 2000The Investor Fear Gauge1,112 cited
  • 1996Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements887 cited
  • 1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time656 cited
  • 1995The Conditional Relation between Beta and Returns528 cited
  • 2006Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation391 cited
  • 2019Economic policy uncertainty and corporate investment: Evidence from the U.S. hospitality industry205 cited
  • 2021A review of research into air transport and tourism159 cited
  • 2020How to Survive a Pandemic: The Corporate Resiliency of Travel and Leisure Companies to the COVID-19 Outbreak133 cited
  • 2021

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The Stock Price Reaction of the COVID-19 Pandemic on the Airline, Hotel, and Tourism Industries
105 cited
  • 2020The effect of novel coronavirus pandemic on tourism share prices70 cited
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