the top 5 cryptocurrencies' crash risks on the G-7 and China equity markets' crash risks. MATLAB was used to calculate the … crash risks, while Stata software was employed for the econometric analysis. Three crash risk measures are used to validate … cryptocurrencies are positively related with G-7 and Chinese stock markets' crash risk. This suggests that the crash risk transmits …

This study aims to examine the effect of investor sentiment on stock market crash risk in the Asia-Pacific region. The … sentiment positively impacts on crash risk in the middle to higher quantities. Moreover, regional sentiment significantly … increases stock market crash risk, particularly at higher quantiles, while local sentiment generally reduces crash risk at the …

This paper aims to investigate short selling and stock price crash risk. The authors find that short selling is … positively associated with one-month-ahead stock price crash risk, consistent with the literature showing that short sellers are …

This study examines whether ESG (environmental, social and governance) disclosure influences firm-specific crash risk … risk by virtue of lower opacity and information asymmetry between managers and outside investors (e.g., by facilitating the … risk. The results are robust to different model specifications employed by previous research. The impact of ESG disclosure …