Results 11 to 20 of about 272,910 (298)
Bubbles, crashes and risk [PDF]
Economics Letters, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
William A. Branch, George W. Evans
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Highway Traffic Crash Risk Prediction Method considering Temporal Correlation Characteristics
Journal of Advanced Transportation, 2023 Crash risk analysis and prediction are considered the premise of highway traffic safety control, which directly affects the accuracy and effectiveness of traffic safety decisions.
Liping Zhao +3 more
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A literature review of stock price crash risk: Evidence from its influencing factors [PDF]
SHS Web of Conferences, 2023 Since the last century, stock price crash risk has always been a hot issue for researchers, capital market investors, corporate managements, and regulators. Therefore, it’s important to investigate what factors may affect stock price crash risk which may
Xiao Di
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SSRN Electronic Journal, 2020 We examine how a firm’s operational slack is associated with current income and future stock price crash risk. By doing so, we test the validity of a firm’s alternative motivations for holding operational slack. We show that Supply Chain Slack, which is based on excess working capital, is associated with higher current profits and higher future crash ...
Theodore Goodman +2 more
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Religion, Cultural Elements and the Stock Price Crash Risk: a Test of Alternative and Complementary Theory [PDF]
Iranian Journal of Accounting, Auditing & Finance, 2022 As one of the most critical issues widely discussed in financial studies, the stock price crash is affected by different factors. Despite the importance of this issue for shareholders and investors, the behavioral characteristics of managers responsible ...
Abbas Ghodrati Zoeram +2 more
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International Journal of Transportation Science and Technology, 2021 This paper proposes a risk assessment method based on trajectory data which are used to quantify the risk faced by drivers for application in autonomous vehicles.
Bing Wu, Yan Yan, Daiheng Ni, Linbo Li
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Climate Risk, Stock Crash Risk, and Greenhouse Gas Emission Trading Scheme: Evidence From Korea
SAGE Open, 2023 This study examines the relationship between climate risk and stock crash risk and the moderating effect of greenhouse gas emission trading scheme (ETS).
Su-In Kim, Yujin Kim
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Preventing crash in stock market: The role of economic policy uncertainty during COVID-19
Financial Innovation, 2021 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 ...
Peng-Fei Dai +4 more
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What drives Bitcoin’s price crash risk? [PDF]
Economics Letters, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kalyvas, Nikolaos +3 more
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The time-varying asymmetry of exchange rate returns : a stochastic volatility - stochastic skewness model [PDF]
, 2020 While the time-varying volatility of financial returns has been extensively modelled, most existing stochastic volatility models either assume a constant degree of return shock asymmetry or impose symmetric model innovations. However, accounting for time-
Iseringhausen, Martin
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