How does fiscal policy uncertainty affect corporate innovation investment? Evidence from China's new energy industry

H Wen, CC Lee, F Zhou - Energy Economics, 2022 - Elsevier
This study investigates Chinese A-share listed companies in the new energy industry for the
period 2007–2019. We shed new light on the nexus between fiscal policy uncertainty and …

Volatility of the US stock market and business strategy during COVID‐19

EK Chowdhury, BK Dhar, A Stasi - Business Strategy & …, 2022 - Wiley Online Library
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 …

[HTML][HTML] Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks

K Sohag, S Hammoudeh, AH Elsayed, O Mariev… - Energy Economics, 2022 - Elsevier
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 …

Oil price shocks, geopolitical risks, and green bond market dynamics

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 …

The impact of COVID-19 on the travel and leisure industry returns: Some international evidence

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 …

The impact of natural disaster on energy consumption: International evidence

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 …

Trading volume and realized volatility forecasting: Evidence from the China stock market

M Liu, WC Choo, CC Lee, CC Lee - Journal of Forecasting, 2023 - Wiley Online Library
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 …

The response of the stock market to the announcement of global pandemic

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 …

The impact of the COVID-19 outbreak on Chinese-listed tourism stocks

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 …

Strategic approach to analyze the effect of Covid-19 on the stock market volatility and uncertainty: a first and second wave perspective

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 …