Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic : evidence from the time and frequency domains
Year of publication: |
2023
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Authors: | Wang, Ying ; Zhang, Hongwei ; Gao, Wang ; Yang, Cai |
Published in: |
Tourism economics : the business and finance of tourism and recreation. - London : Sage Publishing, ISSN 2044-0375, ZDB-ID 2026139-1. - Vol. 29.2023, 2, p. 460-487
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Subject: | COVID-19 | news | stock return and volatility | time-frequency connectedness approach | travel and leisure stock | Coronavirus | Börsenkurs | Share price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Freizeit | Leisure | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment |
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