The effects of coronavirus news on travel and leisure stocks: Evidence from the NARDL model
The effects of coronavirus news on travel and leisure stocks: Evidence from the NARDL model
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Author / Creator
Cao, Qian , Sun, Yadong , Zhang, Shan , Zhang, Rufei and Gao, Ying
Publisher
Les Ulis: EDP Sciences
Journal title
Language
English
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Publisher
Les Ulis: EDP Sciences
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Scope and Contents
Contents
This study employs the NARDL model to investigate the asymmetric effects of COVID-19 news on the return and volatility of travel and leisure stocks in both the United States and the global context. Our findings reveal distinct longand short-term impacts of COVID-19 news on these stocks, exhibiting asymmetry and lag effects. Various types of news, i...
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Full title
The effects of coronavirus news on travel and leisure stocks: Evidence from the NARDL model
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Author / Creator
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TN_cdi_doaj_primary_oai_doaj_org_article_4f791d0ec0e54d0c83b02be0e571a5b6
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_4f791d0ec0e54d0c83b02be0e571a5b6
Other Identifiers
ISSN
2271-2097,2431-7578
E-ISSN
2271-2097
DOI
10.1051/itmconf/20246000015
