Tightening policy and housing price bubbles: Examining an episode in the Chinese housing market. [PDF]
PLoS OneAhn K +4 more
europepmc +1 more source
Capital Structure and Stock Price Crash Risk
The Korean Academic Association of Business Administration, 2017 openaire +2 more sources
PREDICTIVE DENSITY COMBINATION USING BAYESIAN MACHINE LEARNING
International Economic Review, EarlyView.Abstract Based on agent opinion analysis theory, Bayesian predictive synthesis (BPS) is a framework for combining predictive distributions in the face of model uncertainty. In this article, we generalize existing parametric implementations of BPS by showing how to combine competing probabilistic forecasts using interpretable Bayesian tree‐based machine
Tony Chernis +4 more
wiley +1 more source
The dependency structure of the financial multiplex network model: New evidence from the cross-correlation of idiosyncratic returns, volatility, and trading volume. [PDF]
PLoS OneSiudak D.
europepmc +1 more source
Is Communication Between the Auditor and Audit Committee Associated With Stock Price Crash Risk?
International Journal of Auditing, EarlyView.ABSTRACT Despite an emphasis on the value of communication from the auditor to the audit committee in auditing standards and by regulators, it is unclear if it is effective at revealing bad news to the audit committee. Using the unique Korean setting, where communication must be disclosed, we examine if it is associated with future firm‐specific stock ...
Eun Hye Jo +2 more
wiley +1 more source
Capital market liberalization and corporate environmental performance: Evidence from the Shanghai-Hong Kong Stock Connect. [PDF]
PLoS OneZhong Q.
europepmc +1 more source
Unmasking the carbon conundrum: How emissions impact stock price crash risk
Vuong Thao Tran +3 more
openalex +1 more source
Enhancing stock market trend reversal prediction using feature-enriched neural networks. [PDF]
HeliyonSong Y.
europepmc +1 more source
Can good ESG performance of listed companies reduce abnormal stock price volatility? Mediation effects based on investor attention. [PDF]
PLoS OneWu F, Zhu B, Tao S.
europepmc +1 more source
Policy Uncertainty and Bank Stability: Investigation From Supply‐Side Effect
International Finance, EarlyView.ABSTRACT The paper uses the most up‐to‐date data from US banks to investigate the impact of economic policy uncertainty (EPU) on bank stability. The results reveal that elevated uncertainty makes banks more fragile and prone to crash events through profitability erosion, capital buffer, and exacerbating return volatility. This negative impact of EPU is
Dung Viet Tran +2 more
wiley +1 more source