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Can the correlation among Dow 30 stocks predict market declines? : evidence from 1950-2008

Jones, Jeffrey S.; Kincaid, Brian - In: Managerial finance 40 (2014) 1, pp. 33-50

Persistent link: https://www.econbiz.de/10010252117

The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets

Moriyasu, Hiroshi; Wee, Marvin; Yu, Jing - In: Pacific-Basin finance journal 49 (2018), pp. 103-128

Persistent link: https://www.econbiz.de/10012117677

Board busyness and crash risk : evidence from Indian stock market

Chauhan, Yogesh; Syamala, Sudhakara Reddy; Wadhwa, Kavita - In: International journal of corporate governance : IJCG 6 (2015) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10011554570

Terrorist attacks and energy firms' crash risk in stock markets : evidence from China

Kong, Dongmin; Xiong, Mengxu; Xiang, Junyi - In: Energy economics 102 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013162425

Preventing crash in stock market : the role of economic policy uncertainty during COVID-19

Dai, Peng-Fei; Xiong, Xiong; Liu, Zhifeng; Toan Luu Duc … - In: Financial innovation : FIN 7 (2021), pp. 1-15

This paper investigates the impact of economic policy uncertainty (EPU) on the crash risk of US stock market during the COVID-19 pandemic. To this end, we use the GARCH-S (GARCH with skewness) model to estimate daily skewness as a proxy for the stock market crash risk. The empirical results show...

Persistent link: https://www.econbiz.de/10012510333

Information disclosure source, investors' searching and stock price crash risk

He, Feng; Feng, Yaqian; Hao, Jing - In: Economics letters 210 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013171139

National elections' impact on crash risk for stocks listed in the Indonesia Stock Exchange, 2002-2016

Wijaya, Kenny Brian; Adawiyah, Wardatul - In: Challenges of the global economy : some Indonesian issues, (pp. 321-331). 2019

Persistent link: https://www.econbiz.de/10012385332

Avoiding momentum crashes : dynamic momentum and contrarian trading

Dobrynskaja, V. V. - In: Journal of international financial markets, … 63 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012263335

Does D&O insurance matter for stock price crash risk? : evidence from an Asian emerging market

Lee, Ming-Te; Nien, Kai-Ting - In: Journal of capital markets studies 3 (2019) 1, pp. 34-46

Purpose - The purpose of this paper is to address the opposing views of the relationship between directors' and officers' liability insurance (D&O insurance) and stock price crash risk in a major Asian emerging stock market. Design/methodology/approach - This paper finds an endogenous...

Persistent link: https://www.econbiz.de/10012114558

Raising short-term debt for long-term investment and stock price crash risk : evidence from China

Cheng, Feiyang; Chiao, Chaoshin; Fang, Zhenming; Wang, … - In: Finance research letters 33 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012430898