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Policy Uncertainty, Bad News Disclosure, and Stock Price Crash Risk
Kim, Jeong-Bon; Tseng, Kevin; Wang, Jundong (Jeff); Xi, … - 2021
This paper documents that policy uncertainty reduces future stock price crash risk. Our tests show that this negative relation is more pronounced among firms with more short-sale constraints, with no actively traded credit default swap contracts, or with higher firm-level political risks. The...
Persistent link: https://www.econbiz.de/10013243260
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Risk disclosure and stock price crash risk : evidence from Chinese listed firms
Yang, Mo; Dong, Dayong; Xia, Guoen - In: Finance research letters 60 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014490416
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The influence of voluntary disclosure on the volatility of firms from a multi-stakeholder perspective
Coluccia, Daniela; Fontana, Stefano; Solimene, Silvia - In: International journal of managerial and financial accounting 9 (2017) 1, pp. 44-67
Persistent link: https://www.econbiz.de/10011795087
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The JOBS Act and information uncertainty in IPO firms
Barth, Mary E.; Landsman, Wayne R.; Taylor, Daniel J. - In: The accounting review : a publication of the American … 92 (2017) 6, pp. 25-47
Persistent link: https://www.econbiz.de/10011780672
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The effect of disclosures by management, analysts, and business press on cost of capital, return volatility, and analyst forecasts : a study using content analysis
Kothari, S. P.; Li, Xu; Short, James E. - In: The accounting review : a publication of the American … 84 (2009) 5, pp. 1639-1670
Persistent link: https://www.econbiz.de/10003897758
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Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel; Hautsch, Nikolaus - 2009
direction of company-specific news. Information-implied reactions in returns, volatility as well as liquidity demand and supply … London Stock Exchange (LSE), we find market-wide robust news-dependent responses in volatility and trading volume. However … shown. -- firm-specific news ; news sentiment ; high-frequency data ; volatility ; liquidity ; abnormal returns …
Persistent link: https://www.econbiz.de/10003931807
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Limited attention and annual earnings announcements
Wu, Chen-hui; Wu, Chin-shun; Liu, Victor W. - In: Jingji-lunwen 38 (2010) 3, pp. 413-457
Persistent link: https://www.econbiz.de/10008806499
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Classified boards and managerial entrenchment : evidence from seasoned equity offerings
Chaudhuri, Ranadeb; Seo, Hoontaek - In: International journal of business and economics 9 (2010) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10008655625
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Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel; Hautsch, Nikolaus - 2009
direction of company-specific news. Information-implied reactions in returns, volatility as well as liquidity demand and supply … London Stock Exchange (LSE), we find market-wide robust news-dependent responses in volatility and trading volume. However … shown. -- Firm-specific News ; News Sentiment ; High-frequency Data ; Volatility ; Liquidity ; Abnormal Returns …
Persistent link: https://www.econbiz.de/10003947435
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Information arrival, changes in R-square and pricing asymmetry of corporate news
Cheng, Louis T. W.; Leung, Tak Yan; Yu, Wayne - In: International review of economics & finance : IREF 33 (2014), pp. 67-81
Persistent link: https://www.econbiz.de/10010531285