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Retail investor attention and stock price crash risk: Evidence from China

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Cited by:

  1. Liangcheng Wang & Siying Li & Bikun Zhang & Yifan Zhang & Tao Peng, 2024. "The effect of auditor experience on stock price crash risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 411-444, March.
  2. Imran Yousaf & Shoaib Ali, 2020. "Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-18, December.
  3. Das, Kuntal K. & Yaghoubi, Mona, 2024. "Migration fear and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  4. Yadgar Taha M. Hamakhan, 2020. "The effect of individual factors on user behaviour and the moderating role of trust: an empirical investigation of consumers’ acceptance of electronic banking in the Kurdistan Region of Iraq," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-29, December.
  5. Xiao, Jihong & Chen, Xian & Li, Yang & Wen, Fenghua, 2022. "Oil price uncertainty and stock price crash risk: Evidence from China," Energy Economics, Elsevier, vol. 112(C).
  6. Aaryan Gupta & Vinya Dengre & Hamza Abubakar Kheruwala & Manan Shah, 2020. "Comprehensive review of text-mining applications in finance," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-25, December.
  7. Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2022. "Non-Value-Added Tax to improve market fairness and quality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-30, December.
  8. An, Xiaohui & Liang, Jinma & Ye, Xinhai & Wang, Xizhe, 2024. "Independent directors’ duty performance and corporate green innovation," Finance Research Letters, Elsevier, vol. 62(PB).
  9. Chen, Ting-Hsuan & Chen, Kai-Sheng, 2024. "The effect of investor attention on stock price crash risk," Journal of Empirical Finance, Elsevier, vol. 75(C).
  10. Syed Jawad Hussain Shahzad & Elie Bouri & Sang Hoon Kang & Tareq Saeed, 2021. "Regime specific spillover across cryptocurrencies and the role of COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-24, December.
  11. Li, Yingli & Huang, Jianbai & Chen, Jinyu, 2021. "Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies," Resources Policy, Elsevier, vol. 70(C).
  12. Zeng, Yongliang & Zhao, Xiangfang & Zhu, Yiwen, 2023. "Equity incentives and ESG performance: Evidence from China," Finance Research Letters, Elsevier, vol. 58(PC).
  13. Jin, Shaorong & Zhou, Chaobo & Peng, Huan, 2023. "Does price limit reduce stock price volatility on the limit up and down day?," Finance Research Letters, Elsevier, vol. 58(PA).
  14. Sa Xu & Ziqing Du & Hai Zhang, 2020. "Can Crude Oil Serve as a Hedging Asset for Underlying Securities?—Research on the Heterogenous Correlation between Crude Oil and Stock Index," Energies, MDPI, vol. 13(12), pages 1-19, June.
  15. Zuo, Junqing & Zhang, Wei & Hu, Mingya & Feng, Xu & Zou, Gaofeng, 2022. "Employee relations and stock price crash risk: Evidence from employee lawsuits," International Review of Financial Analysis, Elsevier, vol. 82(C).
  16. Irene Wei Kiong Ting & Imen Tebourbi & Wen-Min Lu & Qian Long Kweh, 2021. "The effects of managerial ability on firm performance and the mediating role of capital structure: evidence from Taiwan," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-23, December.
  17. Yang, Mo & Dong, Dayong & Xia, Guoen, 2024. "Risk disclosure and stock price crash risk: Evidence from Chinese listed firms," Finance Research Letters, Elsevier, vol. 60(C).
  18. Feng He & Yaqian Feng & Lingbing Feng, 2023. "Social media information dissemination and corporate bad news hoarding," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 1503-1532, April.
  19. Jin, Long & Song, Yuhang & Pan, Changchun, 2024. "Does peer firms' debt default have positive externalities: The investment efficiency perspective," Finance Research Letters, Elsevier, vol. 59(C).
  20. Li, Hailing & Li, Yuxin & Zhang, Hua, 2023. "The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets," Energy, Elsevier, vol. 275(C).
  21. Roman Mestre, 2021. "A wavelet approach of investing behaviors and their effects on risk exposures," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-37, December.
  22. Keming Li, 2021. "The effect of option trading," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-32, December.
  23. Wen, Bohui & Yan, Yulin & Hao, Jing & He, Feng, 2023. "Investors’ online searching and green knowledge dissemination," Finance Research Letters, Elsevier, vol. 54(C).
  24. Noshaba Zulfiqar & Saqib Gulzar, 2021. "Implied volatility estimation of bitcoin options and the stylized facts of option pricing," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-30, December.
  25. Madhavi Latha Challa & Venkataramanaiah Malepati & Siva Nageswara Rao Kolusu, 2020. "S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-19, December.
  26. Hoang Tien Nguyen & Ai Ngoc Nhan Le & Quang Thu Luu & Ngoc Thi Thanh Nguyen & Khoa Dang Duong, 2023. "Foreign Ownership, Investor Attention and the Risk-Taking Behavior of Property and Casualty Insurance Firms: Evidence From Vietnam," SAGE Open, , vol. 13(4), pages 21582440231, December.
  27. Cao, Hung & Phan, Hieu V. & Silveri, Sabatino, 2024. "Data breach disclosures and stock price crash risk: Evidence from data breach notification laws," International Review of Financial Analysis, Elsevier, vol. 93(C).
  28. Li, Jie & Zhou, Zhong-Qiang & Zhang, Yongjie & Xiong, Xiong, 2023. "Information interaction among institutional investors and stock price crash risk based on multiplex networks," International Review of Financial Analysis, Elsevier, vol. 89(C).
  29. Joshua Dzankar Zoaka & Hasan Güngör, 2023. "Effects of financial development and capital accumulation on labor productivity in sub-Saharan Africa: new insight from cross sectional autoregressive lag approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-18, December.
  30. Zhang, Hua & Chen, Jinyu & Shao, Liuguo, 2021. "Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19," International Review of Financial Analysis, Elsevier, vol. 77(C).
  31. François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
  32. Mustafa Demirel & Gazanfer Unal, 2020. "Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-29, December.
  33. Longhao Xu & Zhijian James Huang & Fenghua Wen, 2022. "Comment letters and stock price synchronicity: evidence from China," Review of Quantitative Finance and Accounting, Springer, vol. 59(4), pages 1387-1421, November.
  34. Agnieszka Karman & Viktor Prokop & Carlo Giglio & Fazal Ur Rehman, 2024. "Has the Covid‐19 pandemic jeopardized firms' environmental behavior? Bridging green initiatives and firm value through the triple bottom line approach," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 31(1), pages 375-395, January.
  35. Benkraiem, Ramzi & Galariotis, Emilios & Guizani, Assil & Lakhal, Faten, 2022. "Product market competition and stock price crash risk: Exploring the role of managerial ownership," Research in International Business and Finance, Elsevier, vol. 63(C).
  36. Wang, Xiaoxiao & Liu, Haiming, 2022. "The impact of rollover restriction on stock price crash risk," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  37. Haritha P H & Abdul Rishad, 2020. "An empirical examination of investor sentiment and stock market volatility: evidence from India," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-15, December.
  38. Jing Lu & Guohua Cao & Chuan Lin & Stavros Sindakis & Saloome Showkat, 2024. "Corporate Site Visits and Stock Price Crash Risk: The Role of Institutional Investors’ Knowledge Acquisitions," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 9082-9114, June.
  39. Shouyu Yao & Tong Li & Ahmet Sensoy & Zhenming Fang & Feiyang Cheng, 2024. "Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2971-2990, July.
  40. Deniz Can Yıldırım & Ismail Hakkı Toroslu & Ugo Fiore, 2021. "Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-36, December.
  41. Wujun Lv & Tao Pang & Xiaobao Xia & Jingzhou Yan, 2023. "Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-28, December.
  42. Sun, Zhennan & Du, Qunyang & Du, Anna Min & Li, Zhongyuan & Yang, Tianle, 2024. "The information environment and ecological environment perspectives: Capital market openness and firm ESG rating divergence," Research in International Business and Finance, Elsevier, vol. 71(C).
  43. Huang, Shuo, 2022. "The unintended consequence of local government debt: evidence from stock price crash risk," Finance Research Letters, Elsevier, vol. 50(C).
  44. Li, Wenlan & Cheng, Yuxiang & Fang, Qiang, 2020. "Forecast on silver futures linked with structural breaks and day-of-the-week effect," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
  45. Ma, Yu & Zhang, Yang & Ji, Qiang, 2021. "Do oil shocks affect Chinese bank risk?," Energy Economics, Elsevier, vol. 96(C).
  46. Kong, Xiaowei & Jin, Yifan & Liu, Lihua & Xu, Jialu, 2023. "Firms' exposures on COVID-19 and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, vol. 52(C).
  47. Hao, Yun & Wu, Wenzhao, 2024. "Rigid debt maturity structure and enterprise innovation," Finance Research Letters, Elsevier, vol. 60(C).
  48. Yan Meng & Lingyun Xiong & Lijuan Xiao & Min Bai, 2023. "The effect of overseas investors on local market efficiency: evidence from the Shanghai/Shenzhen–Hong Kong Stock Connect," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-32, December.
  49. Vera Ivanyuk, 2023. "The method of residual-based bootstrap averaging of the forecast ensemble," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-12, December.
  50. Isabel Carrillo-Hidalgo & Juan Ignacio Pulido-Fernández & José Luis Durán-Román & Jairo Casado-Montilla, 2023. "COVID-19 and tourism sector stock price in Spain: medium-term relationship through dynamic regression models," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-24, December.
  51. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2023. "Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression," Research in International Business and Finance, Elsevier, vol. 64(C).
  52. Dong, Hang & Gil-Bazo, Javier, 2020. "Sentiment stocks," International Review of Financial Analysis, Elsevier, vol. 72(C).
  53. Liang, Haoye & Sun, Yanqi & Xu, Cheng & Xiong, Wanfang & Cai, Wei, 2024. "Unleashing stock volatility and its implications for stock crash risk: Evidence from China’s price limit policies," Research in International Business and Finance, Elsevier, vol. 71(C).
  54. Boubekeur Baba & Güven Sevil, 2021. "Bayesian analysis of time-varying interactions between stock returns and foreign equity flows," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
  55. I-Cheng Yeh & Yi-Cheng Liu, 2020. "Discovering optimal weights in weighted-scoring stock-picking models: a mixture design approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-28, December.
  56. Wen, Fenghua & Cao, Jiahui & Liu, Zhen & Wang, Xiong, 2021. "Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets," International Review of Financial Analysis, Elsevier, vol. 76(C).
  57. Zhang, Ping & Sha, Yezhou & Wang, Yu & Wang, Tewei, 2022. "Capital market opening and stock price crash risk – Evidence from the Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
  58. Hail Jung & Sanghak Choi & Junyoup Lee & Sanggeum Woo, 2022. "Corporate pledgeable asset ownership and stock price crash risk," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-28, December.
  59. Chou, Yixuan & Tang, Wenjin, 2023. "Corporate advertising expense and share price synchronization," Finance Research Letters, Elsevier, vol. 56(C).
  60. He, Zhifang, 2022. "Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 177-194.
  61. Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021. "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  62. Liu, LiHua & Li, YuQian, 2024. "Enterprise financialization and stock price crash risk," Finance Research Letters, Elsevier, vol. 60(C).
  63. Chuanfei Li & Luguang Qi, 2024. "Can Government Environmental Attention Improve Corporate Carbon Emission Reduction Performance?—Evidence from China A-Share Listed Companies with High-Energy-Consumption," Sustainability, MDPI, vol. 16(11), pages 1-22, May.
  64. Xuekui Zhang & Yuying Huang & Ke Xu & Li Xing, 2023. "Novel modelling strategies for high-frequency stock trading data," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.
  65. Walid Mensi & Debasish Maitra & Refk Selmi & Xuan Vinh Vo, 2023. "Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
  66. Ning Ding & Kalimullah Bhat & Khalil Jebran, 2020. "Debt choice, growth opportunities and corporate investment: evidence from China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-22, December.
  67. Liang, Zhentang & Zhao, Yunying, 2024. "Enterprise digital transformation and stock price crash risk," Finance Research Letters, Elsevier, vol. 59(C).
  68. Yueyang Zhao & Jinzhou Mao, 2023. "Mixed ownership reforms and the transparency of nonstate‐owned enterprises: Evidence from China," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(1), pages 271-284, January.
  69. Shaobo Long & Mengxue Zhang & Keaobo Li & Shuyu Wu, 2021. "Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China’s stock prices?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-21, December.
  70. Darko B. Vukovic & Carlos J. Rincon & Moinak Maiti, 2021. "Price distortions and municipal bonds premiums: evidence from Switzerland," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-21, December.
  71. Chuangxia Huang & Xian Zhao & Renli Su & Xiaoguang Yang & Xin Yang, 2022. "Dynamic network topology and market performance: A case of the Chinese stock market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1962-1978, April.
  72. Can Huang & Yuqiang Cao & Meiting Lu & Yaowen Shan & Yizhou Zhang, 2023. "Messages in online stock forums and stock price synchronicity: Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(3), pages 3011-3041, September.
  73. Fenghua Wen & Yujie Yuan & Wei‐Xing Zhou, 2021. "Cross‐shareholding networks and stock price synchronicity: Evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 914-948, January.
  74. Geng, Yuedan & Ye, Qiang & Jin, Yu & Shi, Wen, 2022. "Crowd wisdom and internet searches: What happens when investors search for stocks?," International Review of Financial Analysis, Elsevier, vol. 82(C).
  75. Zhang, Ping & Wang, Yiru, 2023. "The bright side of analyst coverage on corporate innovation: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 89(C).
  76. Li-Chen Cheng & Wei-Ting Lu & Benjamin Yeo, 2023. "Predicting abnormal trading behavior from internet rumor propagation: a machine learning approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.
  77. Lin Liu & Qiguang Chen, 2020. "How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-21, December.
  78. Yu, Haixu & Liang, Chuanyu & Liu, Zhaohua & Wang, He, 2023. "News-based ESG sentiment and stock price crash risk," International Review of Financial Analysis, Elsevier, vol. 88(C).
  79. Gordana Djurovic & Vasilije Djurovic & Martin M. Bojaj, 2020. "The macroeconomic effects of COVID-19 in Montenegro: a Bayesian VARX approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-16, December.
  80. Dai, Zhifeng & Zhou, Huiting & Kang, Jie & Wen, Fenghua, 2021. "The skewness of oil price returns and equity premium predictability," Energy Economics, Elsevier, vol. 94(C).
  81. Goodell, John W. & Kumar, Satish & Li, Xiao & Pattnaik, Debidutta & Sharma, Anuj, 2022. "Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 511-529.
  82. Narasingha Das & Partha Gangopadhyay, 2023. "Did weekly economic index and volatility index impact US food sales during the first year of the pandemic?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.
  83. Rangan Gupta & Christian Pierdzioch, 2023. "Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-22, December.
  84. Cheng, Feiyang & Wang, Chunfeng & Chiao, Chaoshin & Yao, Shouyu & Fang, Zhenming, 2021. "Retail attention, retail trades, and stock price crash risk," Emerging Markets Review, Elsevier, vol. 49(C).
  85. Deniz Erer & Elif Erer & Selim Güngör, 2023. "The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.
  86. Gang Chu & Xiao Li & Dehua Shen & Yongjie Zhang, 2021. "Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 397-427, September.
  87. Dai, Zhifeng & Zhang, Xiaotong & Liang, Chao, 2024. "Efficient predictability of oil price: The role of VIX-based panic index shadow line difference," Energy Economics, Elsevier, vol. 129(C).
  88. He, Feng & Feng, Yaqian & Hao, Jing, 2022. "Information disclosure source, investors’ searching and stock price crash risk," Economics Letters, Elsevier, vol. 210(C).
  89. Eddie C. M. Hui & Ka Kwan Kevin Chan, 2022. "How does Covid-19 affect global equity markets?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-19, December.
  90. Cai, Yi & Tang, Zhenpeng & Chen, Ying, 2024. "Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
  91. Nguyen, Dat Thanh & Tran, Vuong Thao & Phan, Dinh Hoang Bach, 2023. "Does green activity impact stock price crash risk? The role of climate risk," Finance Research Letters, Elsevier, vol. 55(PA).
  92. Jung, Hail & Song, Chang-Keun, 2023. "Managerial perspectives on climate change and stock price crash risk," Finance Research Letters, Elsevier, vol. 51(C).
  93. Jing Lu & Guohua Cao & Chuan Lin & Stavros Sindakis & Saloome Showkat, 2024. "Examining the Governance Effect of Institutional Investors on Stock Price Crash Risk," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 9053-9081, June.
  94. Zhifeng Liu & Toan Luu Duc Huynh & Peng-Fei Dai, 2020. "The impact of COVID-19 on the stock market crash risk in China," Papers 2009.08030, arXiv.org, revised Aug 2021.
  95. Hao, Jing & Xiong, Xiong, 2021. "Retail investor attention and firms' idiosyncratic risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 74(C).
  96. Gao-Feng Gu & Xiong Xiong & Hai-Chuan Xu & Wei Zhang & Yongjie Zhang & Wei Chen & Wei-Xing Zhou, 2021. "An empirical behavioral order-driven model with price limit rules," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-24, December.
  97. Zhu, Xuehong & Chen, Ying & Chen, Jinyu, 2021. "Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions," Resources Policy, Elsevier, vol. 73(C).
  98. Radeef Chundakkadan, 2021. "Light a lamp and look at the stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-21, December.
  99. Khalid Khan & Javier Cifuentes-Faura & Muhammad Shahbaz, 2024. "Do earthquakes shake the stock market? Causal inferences from Turkey’s earthquake," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-19, December.
  100. Liu, Zhifeng & Huynh, Toan Luu Duc & Dai, Peng-Fei, 2021. "The impact of COVID-19 on the stock market crash risk in China," Research in International Business and Finance, Elsevier, vol. 57(C).
  101. Yue Liu & Pierre Failler & Jiaying Peng & Yuhang Zheng, 2020. "Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks," Energies, MDPI, vol. 13(9), pages 1-17, May.
  102. Mensi, Walid & Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis," Resources Policy, Elsevier, vol. 79(C).
  103. Liu, Xiaofeng & Feng, Hua & Tian, Gaoliang & Zhang, Ting, 2024. "Environmental legal institutions and management earnings forecasts: Evidence from the establishment of environmental courts in China," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 545-573.
  104. Peng-Fei Dai & Xiong Xiong & Zhifeng Liu & Toan Luu Duc Huynh & Jianjun Sun, 2021. "Preventing crash in stock market: The role of economic policy uncertainty during COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-15, December.
  105. Kung-Cheng Ho & Andreas karathanasopoulos & Chia Chun Lo & Xixi Shen, 2024. "Information disclosure ratings and stock price crash risk," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1323-1348, November.
  106. 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.
  107. Imene Ben El Hadj Said & Skander Slim, 2022. "The Dynamic Relationship between Investor Attention and Stock Market Volatility: International Evidence," JRFM, MDPI, vol. 15(2), pages 1-25, February.
  108. He, Feng & Yan, Yulin & Hao, Jing & Wu, Ji (George), 2022. "Retail investor attention and corporate green innovation: Evidence from China," Energy Economics, Elsevier, vol. 115(C).
  109. Hakan Gunduz, 2021. "An efficient stock market prediction model using hybrid feature reduction method based on variational autoencoders and recursive feature elimination," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-24, December.
  110. Thorsten Lehnert, 2022. "Corporate managers, price noise and the investment factor," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-18, December.
  111. Yonghong Jiang & Gengyu Tian & Bin Mo, 2020. "Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-26, December.
  112. Hong, Ziyang & Liu, Qingfu & Tse, Yiuman & Wang, Zilu, 2023. "Black mouth, investor attention, and stock return," International Review of Financial Analysis, Elsevier, vol. 90(C).
  113. Hao, Jing, 2023. "Retail investor attention and corporate innovation in the big data era," International Review of Financial Analysis, Elsevier, vol. 86(C).
  114. Peng‐Fei Dai & John W. Goodell & Luu Duc Toan Huynh & Zhifeng Liu & Shaen Corbet, 2023. "Understanding the transmission of crash risk between cryptocurrency and equity markets," The Financial Review, Eastern Finance Association, vol. 58(3), pages 539-573, August.
  115. Dawood Ashraf & Mohsin Khawaja & M. Ishaq Bhatti, 2022. "Raising capital amid economic policy uncertainty: an empirical investigation," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-32, December.
  116. Zhao, Zhichao & Zhang, Yigang & Tang, Huimin & Liu, Peng & Wang, Xiaoran & Wang, Xizhe, 2024. "Corporate strategy and stock price crash risk," Finance Research Letters, Elsevier, vol. 61(C).
  117. Tim Loughran & Bill McDonald, 2023. "Management disclosure of risk factors and COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-9, December.
  118. Abdul Karim & Abdul Rasheed, 2024. "Forecasting Modeling of Day of the Week Calendar Anomalies in Pakistan Stock Exchange: An Artificial Intelligence Perspective," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 13(2), pages 436-447.
  119. Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu, 2022. "Investor sentiments and stock markets during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-34, December.
  120. Lou, Junchao & Li, Ruihong & Zhang, Tidong & Zhang, Yiling, 2023. "Stock price crash risk and cost of debt," Finance Research Letters, Elsevier, vol. 58(PD).
  121. Wenmin Wu & Chien-Chiang Lee & Wenwu Xing & Shan-Ju Ho, 2021. "The impact of the COVID-19 outbreak on Chinese-listed tourism stocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-18, December.
  122. Liu, Fengqi & Kang, Yuxin & Guo, Kun & Sun, Xiaolei, 2021. "The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors," Energy Policy, Elsevier, vol. 156(C).
  123. Wei Zhang & Kai Yan & Dehua Shen, 2021. "Can the Baidu Index predict realized volatility in the Chinese stock market?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-31, December.
  124. Huang, Can & Huang, Hung-Yi & Ho, Kung-Cheng, 2024. "Media coverage and stock liquidity: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 665-682.
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