Machine Learning Approach to Stock Price Crash Risk
SSRN Electronic Journal, 2021 Abstract In this study, we propose a novel machine-learning-based measure for stock price crash risk, utilizing the minimum covariance determinant methodology. Employing this newly introduced dependent variable, we predict stock price crash risk through cross-sectional regression analysis.
Abdullah Karasan +2 more
openaire +2 more sources
The Effect of Financial Analysts’ Coverage on the Relationship of Stock Liquidity to Stock Price Crash Risk [PDF]
المجلة العلمية للبحوث التجارية - جامعة المنوفيةThis study has tested the effect of stock liquidity on stock price crash risk, and the effect of financial analysts’ coverage as a Modified variable on the relationship between stock liquidity and stock price crash risk in joint stock companies ...
دلال محمد +1 more
doaj +1 more source
Impact of Financial Constraint on Stock Price Crash Risk with an Emphasis on Discretionary Accruals [PDF]
بررسیهای حسابداری و حسابرسی, 2018 Objective: The purpose of this study is to investigate the effect of financial constraint on stock price crash risk with an emphasis on discretionary accruals in listed companies in the Tehran Stock Exchange.
Heydar Mohammadzade Salteh, Eisa Abyazi
doaj +1 more source
The Effect of Asset Growth on Future Stock Price Crash Risk Given the Moderating Role Conservatism and Agency Problem [PDF]
راهبرد مدیریت مالی, 2022 purpose of this study is to investigate the relationship between asset growth and the future stock price crash risk concerning the moderating effects of agency problems and accounting conservatism.Method: To test The the research hypotheses, 102 ...
Abolfazl Shafie, Mohsen Dastgir
doaj +1 more source
Investigating the Mediating Role of Managerial Quality on the Relationship between Tax Avoidance and Stock Price Crash Risk of Firms Listed in Tehran Stock Exchange [PDF]
راهبرد مدیریت مالی, 2018 The purpose of this research is to investigate the relationship between tax avoidance and stock price crash risk for the companies listed in Tehran Stock Exchange (TSE).
shokrollah khajavi +2 more
doaj +1 more source
An Empirical Investigation of Multinationality and Stock Price Crash Risk for MNCs in China
Mathematics, 2022 There is a large volume of literature in international business on multinationality. There is an equally large volume of literature in finance on stock price crash risk.
Larry Su +3 more
doaj +1 more source
Causes of Stock Prices at Tehran Stock Exchange based on a Meta-Analysis Approach: Evidence from Internal Studies [PDF]
راهبرد مدیریت مالی, 2023 The main purpose of this study is to determine the factors affecting Stock Price Crash Risk in various domestic studies. The sample of this research is taken from the results of 57 internal studies based on meta-analysis approach. The results showed that
Maryam Dehghan Monkabadi +2 more
doaj +1 more source
Impacts of Company Diversification Strategy on Crash Risk of Stock Price with Emphasis on Agency Costs [PDF]
مجله دانش حسابداری, 2018 This study examines the impacts of company diversification strategy on crash risk of stock price with emphasis on agency costs in the companies listed in the Tehran Stock Exchange, TSE.
Rasoul Baradaran Hassanzadeh (Ph.D) +1 more
doaj +1 more source
Frontiers in Environmental Science, 2021 Due to incomplete legal regulation, enterprises have the motive of selective environmental information disclosure (EID), and such selective disclosure strategy may result in stock price crash risk. In this study, the EID scores of China’s 1,010 polluting
Fei Xu, Qiang Ji, Mian Yang
doaj +1 more source
, 2020 We propose and test whether adverse life events experienced by CEOs are associated with firms' stock price crash risk. Based on a large sample of Chinese companies from 2000 to 2015, we find evidence that companies whose CEOs experienced the Great ...
Hu, Jun +3 more
core +1 more source