Results 171 to 180 of about 180,143 (369)

Exchange Rate Risk and Deviations From Purchasing Power Parity

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper proposes a new solution to the purchasing power parity (PPP) puzzles, arguing that investors' higher‐order risk attitudes, combined with higher‐order uncertainty about nominal exchange rates, as reflected by skewness and kurtosis, drive a risk premium that leads to deviations from PPP.
Michael G. Arghyrou, Wenna Lu, Panayiotis M. Pourpourides   +2 more
wiley   +1 more source

Critical audit matters and stock price crash risk [PDF]

, 2021
Xiaoqiang Zhi, Zuming Kang
openalex   +1 more source

Institutional Investors and Stock Price Crash Risk [PDF]

This study conducted a profound analysis of the impact of external corporate governance, focusing on the characteristics of institutional investors, on stock price crash risk.
He, Yunfan, Li, Zheng, Xie, Yingxuan, Xu, Yang, Zhang, Wan   +4 more
core  

Multinational Corporations and Stock Price Crash Risk

International Journal of Finance & Banking Studies (2147-4486), 2016
A nascent literature in finance and accounting on tail risk in individual stock returns concludes that bad news hoarding by corporate managers engenders sudden, extreme crashes in a firm’s stock price when the bad news is eventually made public. This literature finds that firm-specific crash risk is higher among firms with more severe asymmetric ...
Rodney D Boehme, Anthony D. May
openaire   +2 more sources

How much and how long? The transmission of external shocks on stock market in Chinese hospitality and tourism industry

International Studies of Economics, EarlyView.
Abstract In this study, we employ the synthetic control method to evaluate the transmission of external shocks, taking COVID‐19 as an example, on the stock market in the Chinese hospitality and tourism industry, specifically in the catering, hotel, cultural landscape, natural landscape, and travel agency sectors. We find an increasingly negative causal
Yuan Chen, Qikexin Yu, Peiwen Yuan, Yeyang Zhao   +3 more
wiley   +1 more source

How Do Corporate Social Responsibility and Corporate Governance Affect Stock Price Crash Risk? [PDF]

, 2020
Ahmed Imran Hunjra, Rashid Mehmood, Tahar Tayachi   +2 more
openalex   +1 more source

From Theory to Practice of Signaling Theory: Sustainability Reporting Strategy Impact on Stock Price Crash Risk with Sustainability Reporting Quality as Mediating Variable [PDF]

, 2018
Stock Price Crash Risk (SPCR) is the risk of stock price collapse. SPCR conditions must be understood by stakeholders, among others: for regulators in order to avoid the devastation of stock prices that have systemic impact on the capital market; for ...
Ekasari Harmadji, D, Prihatiningtias, Y W, Saraswati, E, Subroto, B   +3 more
core   +3 more sources

Modelling Volatility Cycles: The MF2‐GARCH Model

Journal of Applied Econometrics, EarlyView.
ABSTRACT We propose a novel multiplicative factor multi‐frequency GARCH (MF2‐GARCH) model, which exploits the empirical fact that the daily standardized forecast errors of one‐component GARCH models are predictable by a moving average of past standardized forecast errors.
Christian Conrad, Robert F. Engle
wiley   +1 more source

ESG uncertainty, investor attention and stock price crash risk in China: evidence from PVAR model analysis

Humanities & Social Sciences Communications
ESG uncertainty refers to the discrepancies in ratings by multiple third-party ESG rating agencies, challenging investors in assessing a company’s true ESG status.
Danni Yu, Tiantian Meng, Minyu Zheng, Rongyi Ma   +3 more
doaj   +1 more source

Stock price crash risk and military connected board: Evidence from Thailand. [PDF]

PLoS One, 2023
Treepongkaruna S, Chatjuthamard P, Leemakdej A.   +2 more
europepmc   +1 more source