Idiosyncratic volatility and stock price crash risk : evidence from china
Jiahui Cao, Fenghua Wen, Yue Zhang, Zhujia Yin, Yun Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Cao, Jiahui ; Wen, Fenghua ; Zhang, Yue ; Yin, Zhujia ; Zhang, Yun |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 44.2022, p. 1-7
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| Subject: | Idiosyncratic volatility | Short-selling constraints | Stock price crash risk | Volatilität | Volatility | Börsenkurs | Share price | China | Finanzkrise | Financial crisis | Risiko | Risk | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102095 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014495033