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Does social capital matter to stock price crash risk? : evidence from the US listed firms
Sun, Liang; Yu, Huaibing - In: The journal of corporate accounting & finance 35 (2024) 4, pp. 58-83
Persistent link: https://www.econbiz.de/10015152917
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Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets
Shi, Yujie; Wang, Liming - In: Global finance journal 57 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014479044
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The performance and risk of banks in the U.S., Europe and Japan post-financial crisis
Weigand, Robert A. - In: Investment management and financial innovations 13 (2016) 4, pp. 75-93
Persistent link: https://www.econbiz.de/10011667555
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Financial derivatives, opacity, and crash risk : evidence from large US banks
Dewally, Michaël; Shao, Yingying - In: Journal of financial stability 9 (2013) 4, pp. 565-577
Persistent link: https://www.econbiz.de/10010424080
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Governance, crash risk, and systemic risk : evidence from large US banks
Dewally, Michaël; Flaherty, Susan M. V.; Shao, Yingying - In: International journal of corporate governance : IJCG 5 (2014) 3/4, pp. 133-155
Persistent link: https://www.econbiz.de/10010470594
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Over-investment or risk mitigation? : corporate social responsibility in Asia-Pacific, Europe, Japan, and the United States
Utz, Sebastian - In: Review of financial economics : RFE 36 (2018) 2, pp. 167-193
Persistent link: https://www.econbiz.de/10011948589
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Uncertainty and durable consumption in the great depression
Ejarque, João - 1997
Persistent link: https://www.econbiz.de/10000960754
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Forecasting crash risk in U.S. bank returns : the role of credit booms
Mihai, Marius M.; Mansur, Iqbal - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013494275
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Size does matter, as well as sector activities : systemic risk sensitivities of financial firms in the U.S. and European stock markets
Madiès, Philippe; Mourey, Mathis; Taramasco, Ollivier - In: Finance : revue de l'Association Française de Finance 45 (2024) 3, pp. 114-159
Persistent link: https://www.econbiz.de/10015173855
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Self-exciting extreme value models for stock market crashes
Herrera, Rodrigo; Schipp, Bernhard - In: Statistical inference, econometric analysis and matrix …, (pp. 209-231). 2009
Persistent link: https://www.econbiz.de/10003781013