An Tuan Nguyen; Nguyễn Thị Nhung - In: Cogent economics & finance 12 (2024) 1, pp. 1-17
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 …