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5. Effect of Disasters on Stock PricesAviation incidents of Malaysia Airlines

Effect of Disasters on Stock PricesAviation incidents of Malaysia Airlines

来源 :中国系统工程学会服务系统工程分会2016服务系统工程会议暨2016 风险分析学术研讨会 | 被引量 : 0次 | 上传用户：uan998

【摘 要】

：

　　With the ascendance of information technology,external contingencies can be readily transferred to financial markets through the Internet within a short per

【作 者】

：

Ying Liu Lanyi Hu Jichang Dong Geng Peng 

【机 构】

：

SchoolofEconomicandManagement,UniversityofChineseAcademyofSciences,China;KeyLaboratoryofBigDataMinin

【出 处】

：

中国系统工程学会服务系统工程分会2016服务系统工程会议暨2016 风险分析学术研讨会

【发表日期】

：

2016年7期

【关键词】

：

Malaysia Airlines Crash Incidents Stock Market AR-GARCH Search Index 

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　　With the ascendance of information technology,external contingencies can be readily transferred to financial markets through the Internet within a short period.This study investigates how Malaysia Airlines crash incidents affect the stock market using an AR-GARCH model.

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