TY - RPRT AU - Chang, Chia-Lin AU - Hsu, Hui-Kuang AU - McAleer, Michael PY - 2013 UR - https://hdl.handle.net/20.500.14352/41501 AB - This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism industry, especially the impacts arising from the tourism policy reform that allowed mainland Chinese tourists to travel to Taiwan. Four... LA - eng KW - Tourism KW - Firm size KW - Stock returns KW - Conditional volatility models KW - Volatility size effects KW - Asymmetry KW - Tourism policy reform. TI - The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry TY - technical report VL - 2013 ER -