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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
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