profits through commercial operations, amount of taxes paid both by capital and labour resources.To measure the crash risk a …

Examining stock price crash risk in emerging economies is important since emerging equity markets are characterized by … risk using a data sample of firms listed on the Ho Chi Minh City Stock Exchange over the period 2007-2015. Employing a … with future stock price crash risk. This finding highlights the critical problem of information asymmetry in emerging …

In this paper we study the impact of shocks to global risk and global risk aversion (such as Lehman) as well as shocks … securities which are consistently safe haven assets, namely experiencing portfolio inflows when risk is on the rise or perceived … in certain risk measures. We also find that the role of US-based crises and risk shocks is special, with the US not …

investors, divided between institutional and individual investors, on the relation between liquidity and crash risk. The … findings indicate that higher stock liquidity increases the crash risk as the share of foreign institutional investor rises … generally increases the stock price crash risk. …