Results 211 to 220 of about 101,530 (333)
International Diversification and Stock-Price Crash Risk [PDF]
Alireza Askarzadeh +3 more
openalex +1 more source
Lawnmower Poetry and the Poetry of Lawnmowers
Critical Quarterly, EarlyView.
Francesca Gardner
wiley +1 more source
Speed Bump and Stock Market Quality: Evidence From NYSE American
Financial Management, EarlyView.ABSTRACT Should trading speed of high‐frequency traders be regulated? Using the data from the New York Stock Exchange American, this paper examines the impact of a speed bump on market liquidity and price discovery. Our results indicate that the use of a speed bump can lower the costs of adverse selection through reducing informed trading.
Bo Liu, Ke Xu
wiley +1 more source
Military Experience and Stock Price Crash Risk: Evidence from China
, 2019 Feng Cao, Jian Sun, Rongli Yuan
openalex +1 more source
Do natural disasters encourage bad news hoarding? Evidence from firm-level stock price crash risk
, 2022 Ihtisham Malik +3 more
openalex +1 more source
Interstellar Migration, the Population ‘Problem’ and the Climate Emergency
Critical Quarterly, EarlyView.
Anna Hartnell
wiley +1 more source
Idiosyncratic Political Risk and Bad News Hoarding
Financial Review, EarlyView.ABSTRACT Managers may respond to greater political risk by suppressing unfavorable news from outsiders to manage investors’ perceptions about firm risk and protect their careers. However, they may also avoid engaging in bad news hoarding activities because exposure to political risk increases firm visibility and attracts greater scrutiny. Using a novel
Gonul Colak +2 more
wiley +1 more source
Testing for Contagion in International Financial Markets: To See More, Go Higher
Financial Review, EarlyView.ABSTRACT Traditional measures of financial contagion rely on correlation shifts, overlooking higher moments such as skewness and kurtosis. We examine contagion during two major financial crises, incorporating lower‐ and higher‐moment measures. We analyze stock market returns from 22 major markets at different frequencies, offering a global perspective ...
Simeon Coleman, Vitor Leone
wiley +1 more source
Exposure to Left‐Tail Risk, Risk Appetite, and Mutual Fund Flows
Financial Review, EarlyView.ABSTRACT Using a measure of aggregate tail risk, we show that a fund's sensitivity (exposure) to tail risk negatively affects the fund flows and the fund's performance. Further, a fund's tail risk sensitivity relates positively to the left‐tail risk measures of the fund.
Ali K. Malik
wiley +1 more source
Do Industry-Specialist Auditors Influence Stock Price Crash Risk?
, 2014 Ashok Robin, Hao Zhang
openalex +1 more source