This paper aims to measure the impact of COVID‐19 and changes in economic policy uncertainty (EPU) on the US stock market volatility using Event Study, Stepwise Regression …
The growth of clean energies and technologies requires a sound financial market, while equity and bond markets are exposed to geopolitical risks. We investigate the response of …
CC Lee, CC Lee, YY Li - The North American Journal of Economics and …, 2021 - Elsevier
This research explores the causal relation among oil price, geopolitical risks, and green bond index in the United States from December 2013 to January 2019. Unlike the …
CC Lee, MP Chen - Tourism Economics, 2022 - journals.sagepub.com
This research crucially investigates COVID-19 variables' impacts on the changing distributions of travel and leisure industry returns across 65 countries via a quantile …
CC Lee, CW Wang, SJ Ho, TP Wu - Energy Economics, 2021 - Elsevier
This research shows that natural disasters may hurt energy consumption by using data on 123 countries over the period 1990–2015 and classifying them according to their economic …
The existing contradictory findings on the contribution of trading volume to volatility forecasting prompt us to seek new solutions to test the sequential information arrival …
M Liu, WC Choo, CC Lee - Emerging Markets Finance and Trade, 2020 - Taylor & Francis
This research aims at investigating the response of the stock market to the WHO announcement on 11th of March 2020 which officially declares the spread of the COVID-19 …
W Wu, CC Lee, W Xing, SJ Ho - Financial Innovation, 2021 - Springer
This research explored the effects of the coronavirus disease (COVID-19) outbreak on stock price movements of China's tourism industry by using an event study method. The results …
EK Chowdhury - Journal of Capital Markets Studies, 2022 - emerald.com
Purpose This paper aims to analyze the impact of Covid-19 on the stock market volatility and uncertainty during the first and second waves. Design/methodology/approach This study has …