Unveiling the Nexus Between Crises, Investor Sentiment, and Volatility of Tourism-Related Stocks: Empirical Findings From Pakistan
This study investigates the predictive power of sentiment metrics concerning the volatility of tourism-related stocks listed on the Pakistan Stock Exchange (PSX) during recent crises.We employed univariate and multivariate GARCH-family econometric models to analyze daily data collected from March 2020 to April 2023.The data is categorized into two