The stock market is vulnerable to the impact of systemic events. We use new event analysis, quantile regression methods by dividing trade friction events into "friction events" and "mitigation events" to study the impact of Sino-US trade friction on the stability of China's stock market. We find...

We study the relationship between stock price synchronicity and information disclosure of firms listed in the Chinese stock market, using hand-collected data on firms' official microblogging content in Sina Weibo, a popular microblogging service in China. We find that after controlling for the...