The impact of central bank policy on transport asset prices: Evidence from the US airline industry

Sobieralski, Joseph B.

doi:10.1016/j.rtbm.2021.100649

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Air Carriers1

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Cited by 3 publications

(1 citation statement)

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“…(Wolter, 2021). State economic and nancial politics and monetary and budgetary actions can have also different impacts on the US airline industry with volatility creating structure (Sobieralski, 2021).…”

Section: Air Carriersmentioning

confidence: 99%

Unit Root Tests of Airline’s Stock Returns Considering Alliances

Ölçen

2022

Preprint

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Section: Air Carriersmentioning

confidence: 99%

Unit Root Tests of Airline’s Stock Returns Considering Alliances

Ölçen

2022

Preprint

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Corporate resilience to the COVID-19 pandemic: Evidence from the airline industry

Jaroenjitrkam,

Kotcharin,

Maneenop

2023

The Asian Journal of Shipping and Logistics

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Unit Root Tests of Airline’s Stock Returns Considering Alliances

ÖLÇEN

2023

Journal of Aviation

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It is aimed to make a unit root analysis of the stock return time series of 18 air carrier companies due to alliance membership in this paper. Five important unit root tests, which can be classified as Fourier or classical utilized. According to the findings, there is no unit root in the stock return series regardless of airline alliances but there are differences on a regional basis depending on the test and test power, specific Asian airlines stocks’ return series show linearity. These results will shed more light on the efficient market hypothesis on aviation management in the next researches.

show abstract

The impact of central bank policy on transport asset prices: Evidence from the US airline industry

Cited by 3 publications

References 49 publications

Unit Root Tests of Airline’s Stock Returns Considering Alliances

Unit Root Tests of Airline’s Stock Returns Considering Alliances

Corporate resilience to the COVID-19 pandemic: Evidence from the airline industry

Unit Root Tests of Airline’s Stock Returns Considering Alliances

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