Debt and stock price crash risk in weak information environment
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DOI: 10.1016/j.frl.2019.05.004
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Cited by:
- Richardson, Grant & Obaydin, Ivan & Liu, Chelsea, 2022. "The effect of accounting fraud on future stock price crash risk," Economic Modelling, Elsevier, vol. 117(C).
- Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao, 2022. "Positive information shocks, investor behavior and stock price crash risk," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 493-518.
- Huang, Wei & Luo, Yan & Zhang, Chenyang, 2022. "Accounting-based downside risk and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, vol. 45(C).
- Jiang, Kangqi & Du, Xinyi & Chen, Zhongfei, 2022. "Firms' digitalization and stock price crash risk," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Hendijani Zadeh, Mohammad, 2023. "Regional social capital and stock price crash risk: Evidence from the US," Finance Research Letters, Elsevier, vol. 51(C).
- Wang, Xiaoxiao & Liu, Haiming, 2022. "The impact of rollover restriction on stock price crash risk," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
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More about this item
Keywords
Stock crash risk; Debt; China;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G3 - Financial Economics - - Corporate Finance and Governance
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