Stock liquidity and price crash risk : evidence from a kernel matching approach
Year of publication: |
2018
|
---|---|
Authors: | Zhang, Hongliang ; Arda, Betul ; Lu, Yuechan ; Miao, Senlin |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 19.2018, 2, p. 653-681
|
Subject: | Stock liquidity | Crash risk | Kernel matching | Difference-in-differences(DID) | Managerial myopia | Finanzkrise | Financial crisis | Börsenkurs | Share price | Schätzung | Estimation | Liquidität | Liquidity | Marktliquidität | Market liquidity |
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