{"id":"https://openalex.org/W2007489661","doi":"https://doi.org/10.1080/02642069.2011.629295","title":"The impact of crisis events on the stock returns volatility of international airlines","display_name":"The impact of crisis events on the stock returns volatility of international airlines","publication_year":2011,"publication_date":"2011-11-04","ids":{"openalex":"https://openalex.org/W2007489661","doi":"https://doi.org/10.1080/02642069.2011.629295","mag":"2007489661"},"language":"en","primary_location":{"id":"doi:10.1080/02642069.2011.629295","doi":"https://doi.org/10.1080/02642069.2011.629295","is_oa":false,"landing_page_url":"https://doi.org/10.1080/02642069.2011.629295","pdf_url":null,"source":{"id":"https://openalex.org/S49331332","display_name":"Service Industries Journal","issn_l":"0264-2069","issn":["0264-2069","1743-9507"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Service Industries Journal","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110142974","display_name":"Yu Shan Wang","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I109289231","display_name":"National Kaohsiung First University of Science and Technology","ror":"https://ror.org/03858r716","country_code":"TW","type":"education","lineage":["https://openalex.org/I109289231","https://openalex.org/I4387154394"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Yu Shan Wang","raw_affiliation_strings":["Department of Money and Banking, National Kaohsiung First University of Science and Technology, No. 2, Juo-Yue Road, Nantz District, Kahosiung, 81164, Taiwan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Money and Banking, National Kaohsiung First University of Science and Technology, No. 2, Juo-Yue Road, Nantz District, Kahosiung, 81164, Taiwan","institution_ids":["https://openalex.org/I109289231"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5110142974"],"corresponding_institution_ids":["https://openalex.org/I109289231"],"apc_list":null,"apc_paid":null,"fwci":1.1812,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.86258801,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":"33","issue":"12","first_page":"1206","last_page":"1217"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9682999849319458,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9682999849319458,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.027300000190734863,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.00139999995008111,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-return-volatility","display_name":"stock return volatility","score":0.7760000228881836},{"id":"https://openalex.org/keywords/international-airlines","display_name":"international airlines","score":0.9760000109672546},{"id":"https://openalex.org/keywords/crisis-events","display_name":"crisis events","score":0.7519999742507935},{"id":"https://openalex.org/keywords/asian-financial-crisis","display_name":"Asian financial crisis","score":0.9819999933242798},{"id":"https://openalex.org/keywords/2008-financial-crisis","display_name":"2008 financial crisis","score":0.9990000128746033}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.792174220085144},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.6211289167404175},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5785104632377625},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5377950668334961},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5049107670783997},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.4696927070617676},{"id":"https://openalex.org/C44731940","wikidata":"https://www.wikidata.org/wiki/Q7940001","display_name":"Volatility risk premium","level":4,"score":0.4592980444431305},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4521316885948181},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.42704644799232483},{"id":"https://openalex.org/C24189920","wikidata":"https://www.wikidata.org/wiki/Q1660345","display_name":"Implied volatility","level":3,"score":0.41365641355514526},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.10145244002342224},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/02642069.2011.629295","doi":"https://doi.org/10.1080/02642069.2011.629295","is_oa":false,"landing_page_url":"https://doi.org/10.1080/02642069.2011.629295","pdf_url":null,"source":{"id":"https://openalex.org/S49331332","display_name":"Service Industries Journal","issn_l":"0264-2069","issn":["0264-2069","1743-9507"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Service Industries Journal","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:taf:servic:v:33:y:2013:i:12:p:1206-1217","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1080/02642069.2011.629295","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.41999998688697815,"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17"}],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321040","display_name":"National Science Council","ror":"https://ror.org/02kv4zf79"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1525650168","https://openalex.org/W1535427446","https://openalex.org/W1560853185","https://openalex.org/W1716643171","https://openalex.org/W1974920394","https://openalex.org/W1979575715","https://openalex.org/W1995743481","https://openalex.org/W1997101713","https://openalex.org/W1999029409","https://openalex.org/W1999996900","https://openalex.org/W2003626215","https://openalex.org/W2012019680","https://openalex.org/W2038508085","https://openalex.org/W2054358568","https://openalex.org/W2055441236","https://openalex.org/W2092059822","https://openalex.org/W2095364399","https://openalex.org/W2097580026","https://openalex.org/W2423293082","https://openalex.org/W4245499916","https://openalex.org/W4299846046"],"related_works":["https://openalex.org/W4406833693","https://openalex.org/W3007099576","https://openalex.org/W4408076445","https://openalex.org/W7101241901","https://openalex.org/W2157879844","https://openalex.org/W367249025","https://openalex.org/W3170034807","https://openalex.org/W2096668861","https://openalex.org/W10039751","https://openalex.org/W4313178105"],"abstract_inverted_index":{"This":[0],"paper":[1],"adopts":[2],"the":[3,11,14,20,34,40,56,60,69,84,91,106,109],"generalized":[4],"autoregressive":[5],"conditional":[6],"heteroskedasticity":[7],"model":[8],"to":[9],"examine":[10],"relationship":[12],"between":[13],"weekly":[15],"returns":[16,43,70,85,107],"of":[17,19,36,42,44,73,87,112],"shares":[18],"international":[21,29,98],"airlines":[22,61],"in":[23,55,58],"1996\u20132010.":[24],"It":[25],"also":[26],"incorporates":[27],"major":[28,97],"crisis":[30,67,80],"events":[31,48,99],"and":[32],"observes":[33],"influence":[35],"different":[37,51],"aspects":[38],"on":[39,105,108],"volatility":[41,53,71,86],"company":[45],"shares.":[46],"Different":[47],"exhibit":[49],"significantly":[50,81],"regional":[52],"impulses":[54],"countries":[57],"which":[59],"are":[62],"located.":[63],"The":[64,77,93],"Asian":[65,74],"financial":[66,79],"enhances":[68],"effects":[72,104],"airline":[75,88],"companies.":[76],"global":[78],"intervenes":[82],"with":[83],"companies":[89],"around":[90],"world.":[92],"results":[94],"suggest":[95],"that":[96],"may":[100],"all":[101],"have":[102],"risk":[103],"share":[110],"prices":[111],"airlines.":[113]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}
