Information Contagion and Stock Price Crash Risk
نویسندگان
چکیده
منابع مشابه
Investigating the Effect of Business Strategy and Stock Price Synchronicity on Stock Price Crash Risk
Stock price crash risk has a significant impact on investors, creditors, managers, and shareholders, so the prediction of this phenomenon is a very important issue in investment and risk management decisions. This research investigates the effect of business strategy and stock price synchronicity on stock price crash risk. Following Bentley et al.[2], composite strategy score has been used to ...
متن کاملThe Effect of Information Asymmetry on the Relationship between Firm Geographical Location and Future Stock Price Crash Risk
The aim of research is to investigate the effect of information asymmetry on the relationship between geographical location of firm and risk of stock price crash in the Iranian listed companies in Tehran stock exchange. For this Purpose, data of 110 listed companies was gathered and analyzed periodically in 2016. Distance Cosine index was used for geographical location, as the independent varia...
متن کاملForecasting Crash risk using Business Strategy, Equity Overvaluation and Conditional Skewness in Stock Price
A firm is called to have stock price crash risk if the firm has a tendency to experience a sudden drop in its stock price. In this study, the relation between the firm-level of business strategy and future stock price crash risk Is examined, as well as the effect of stock overvaluation on the relationship between business strategy and crash risk investigated. Using the strategy index and crash ...
متن کاملPredict the Stock price crash risk by using firefly algorithm and comparison with regression
Stock price crash risk is a phenomenon in which stock prices are subject to severe negative and sudden adjustments. So far, different approaches have been proposed to model and predict the stock price crash risk, which in most cases have been the main emphasis on the factors affecting it, and often traditional methods have been used for prediction. On the other hand, using Meta Heuristic Alg...
متن کاملTo Study The Effect of Investor Protection on Future Stock Price Crash Risk
Managers are responsible for providing financial statements and they might try to make a good picture of their firm's conditions. Therefore, they try to delay the disclosure of bad news and release the good news as soon as possible. The ten-dency of managers toward hiding bad news increases the stock price crash risk. The protection of investor is one of the factors that can prevent from fallin...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2021
ISSN: 1563-5147,1024-123X
DOI: 10.1155/2021/8891338