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The provincial border, information costs, and stock price crash risk
Li, Lidan; Long, Wenbin; Hu, Jun; Song, Xianzhong - In: China journal of accounting studies 10 (2022) 2, pp. 228-250
Based on externalities in the allocation of interprovincial resources, we examine how geographic location affects firms’ access to resources and thus their information disclosure and stock price crash risk. The results show that border firms have a higher stock price crash risk than non-border...
Persistent link: https://www.econbiz.de/10013413181
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The complementary role of cross-sectional and time-series information in forecasting stock returns
Zhou, Qing; Faff, Robert W. - In: Australian journal of management 42 (2017) 1, pp. 113-139
Persistent link: https://www.econbiz.de/10011774110
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Costly interpretation of asset prices
Mondria, Jordi; Vives, Xavier; Yang, Liyan - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 52-74
Persistent link: https://www.econbiz.de/10012821032
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Disclosure, competition, and learning from asset prices
Xiong, Yan; Yang, Liyan - In: Journal of economic theory 197 (2021), pp. 1-32
Persistent link: https://www.econbiz.de/10012815429
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Stock market returns and the price of gold
Caliskan, Deren; Najand, Mohammad - In: The journal of asset management 17 (2016) 1, pp. 10-21
Persistent link: https://www.econbiz.de/10011485123
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Exploiting spillovers to forecast crashes
Gresnigt, Francine; Kole, Erik; Franses, Philip Hans - 2015
-excitation for these series. Out-of-sample, we find that the models that include spillover effects forecast crashes and the Value …
Persistent link: https://www.econbiz.de/10011376256
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Return and volatility spillover between stock price and exchange rate : Indian evidence
Majumder, Sayantan Bandhu; Nag, Ranjanendra Narayan - In: International journal of economics and business research 10 (2015) 4, pp. 326-340
Persistent link: https://www.econbiz.de/10011449241
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Spillover effect of M&A announcements on acquiring firms' rivals : evidence from India
Ranju, P. K.; Mallikarjunappa, T. - In: Global business review 20 (2019) 3, pp. 692-707
Persistent link: https://www.econbiz.de/10012036084
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Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India
Maitra, Debasish; Dawar, Varun - In: Global business review 20 (2019) 1, pp. 214-237
Persistent link: https://www.econbiz.de/10011984156
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Interrelationship between DAX index and four largest Eastern European stock markets
Živkov, Dejan; Njegić, Jovan; Milenković, Ivan - In: Romanian journal of economic forecasting 21 (2018) 3, pp. 88-103
Persistent link: https://www.econbiz.de/10012021813