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Predicting financial crises with machine learning methods

Liu, Lanbiao; Chen, Chen; Wang, Bo - In: Journal of forecasting 41 (2022) 5, pp. 871-910

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Risk attitude, financial literacy and household consumption : evidence from stock market crash in China

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An axiomatic approach to systemic risk

Chen, Chen; Iyengar, Garud; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 59 (2013) 6, pp. 1373-1388

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Does media coverage deter firms from withholding bad news? : evidence from stock price crash risk

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Commonality in liquidity, liquidity distribution, and financial crisis : evidence from country ETFs

Lee, Hsiu-Chuan; Tseng, Yung-Ching; Yang, Chung-Jen - In: Pacific-Basin finance journal 29 (2014), pp. 35-58

Persistent link: https://www.econbiz.de/10010494004

Commonality in liquidity, liquidity distribution, and financial crisis: Evidence from country ETFs

Lee, Hsiu-Chuan; Tseng, Yung-Ching; Yang, Chung-Jen - In: Pacific-Basin Finance Journal 29 (2014) C, pp. 35-58

This paper explores commonality in liquidity for country ETFs. Using data from 21 country ETFs, the empirical results present the strong commonality in liquidity among country ETFs. Furthermore, the paper shows that the magnitude of commonality in liquidity for country ETFs varies with the...

Persistent link: https://www.econbiz.de/10011116396