Results 41 to 50 of about 101,530 (333)
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
Financial Distress Risk and Stock Price Crashes
SSRN Electronic Journal, 2019 This study uses 462,678 monthly observations of US-listed firms for the period 1990-2018 to document a strong positive relationship between short-term changes in financial distress risk and future stock price crashes. This result is economically significant as a one interquartile increase of the main explanatory variable in any month increases the ...
Andreou, Christoforos K. +2 more
openaire +5 more sources
Corporate social responsibility and stock price crash risk [PDF]
, 2014 This study investigates whether corporate social responsibility (CSR) mitigates or contributes to stock price crash risk. Crash risk, defined as the conditional skewness of return distribution, captures asymmetry in risk and is important for investment ...
Kim, Yongtae, Li, Haidan, Li, Siqi
core +2 more sources
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
Individualism and stock price crash risk [PDF]
Journal of International Business Studies, 2018 Employing a sample of 26,473 firms across 42 countries from 1990 to 2013, we find that firms located in countries with higher individualism have higher stock price crash risk. Furthermore, individualism can be transmitted by foreign investors from overseas markets to influence local firms’ crash risk, and can exacerbate the impact of firm risk taking ...
An, Zhe +3 more
openaire +2 more sources
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 External Corporate Governance Mechanism on the Stock Price Crash Risk with Emphasis on Financial Reporting Quality and Auditor Expertise in the Industry [PDF]
بررسیهای حسابداری و حسابرسی, 2021 Objective: The main purpose of this study is to examine the effect of external corporate governance mechanism on stock price crash risk in firms listed on the Tehran Stock Exchange, with emphasis on financial reporting quality and auditor industry ...
Mahnaz Eslamdoost +2 more
doaj +1 more source
On worst-case investment with applications in finance and insurance mathematics [PDF]
, 2005 We review recent results on the new concept of worst-case portfolio optimization, i.e. we consider the determination of portfolio processes which yield the highest worst-case expected utility bound if the stock price may have uncertain (down) jumps.
E. Eberlein +6 more
core +1 more source
Jurnal Dinamika Akuntansi dan Bisnis, 2021 This study examines the influence of financial statement transparency, institutional investor stability, audit tenure, and conservatism on stock price crash risk.
Sansaloni Butar Butar +1 more
doaj +1 more source