Pan, Ningning; Xu, Qiuhua; Zhu, Hongquan - In: Journal of management science and engineering 6 (2021) 3, pp. 312-323
sensitivity of China's stock market is very high as a whole (Weigert, 2016), different individual stocks show varying degrees of … in crash sensitivity in China's stock market, and finds that: First, institutional investors' shareholdings is positively … sensitivity in China. Our empirical results enrich research on stock price crash sensitivity and the heterogeneity of …