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Economic policy uncertainty and stock price crash risk
16 references·16 citing·39 second hopsampled
Economic policy uncertainty and stock price crash risk (2019)Economic policy uncertainty and stock pri…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Political uncertainty and risk premia (2013)Political uncertainty and ris…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Political Uncertainty and Corporate Investment Cycles (2012)Political Uncertainty and Cor…Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Corporate tax avoidance and s…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Opaque financial reports, R2, and crash risk☆ (2009)Opaque financial reports, R2,…Do Managers Withhold Bad News? (2008)Do Managers Withhold Bad News?The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…The economic implications of corporate financial reporting (2005)The economic implications of …R2 around the world: New theory and new tests☆ (2005)R2 around the world: New theo…Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Forecasting crashes: trading …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…The impact of ESG rating divergence on stock price crash risk (2025)The impact of ESG rating dive…Firm-level political risk and stock price crashes (2024)Firm-level political risk and…Climate transition risk, environmental news coverage, and stock price crash risk (2024)Climate transition risk, envi…The impact of FinTech development on stock price crash risk and the role of corporate social responsibility: Evidence from Vietnam (2023)The impact of FinTech develop…Institutional cross-ownership and stock price crash risk (2023)Institutional cross-ownership…Economic policy uncertainty, corporate investment decisions and stock price crash risk: Evidence from China (2023)Economic policy uncertainty, …Economic policy uncertainty and default risk: Evidence from China (2023)Economic policy uncertainty a…Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications (2023)Can green assets hedge agains…The Interactive Effect of Ownership Structure on the Relationship between Annual Board Report Readability and Stock Price Crash Risk (2022)The Interactive Effect of Own…Oil price uncertainty and stock price crash risk: Evidence from China (2022)Oil price uncertainty and sto…Employee relations and stock price crash risk: Evidence from employee lawsuits (2022)Employee relations and stock …Economic policy uncertainty and stock price crash risk of commercial banks: Evidence from China (2022)Economic policy uncertainty a…Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective (2020)Oil prices and economic polic…How does economic policy uncertainty affect the bitcoin market? (2020)How does economic policy unce…Environmental policies, national culture, and stock price crash risk: Evidence from renewable energy firms (2020)Environmental policies, natio…Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China (2020)Asymmetric volatility spillov…Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Management During Import Relief Investigations (1991)CFOs versus CEOs: Equity incentives and crashes (2011)Corporate social responsibility and stock price crash risk (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Does board gender diversity improve the informativeness of stock prices? (2011)Understanding commonality in liquidity around the world (2011)Stock price synchronicity, crash risk, and institutional investors (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Geopolitical Risk (2022)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The theory and practice of corporate finance: evidence from the field (2001)Earnings Management through Real Activities Manipulation (2003)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)Protection For Sale (1992)Distributive Politics and Economic Growth (1994)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)The Role of Monetary Policy (1995)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2005The economic implications of corporate financial reporting6,337 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2005R2 around the world: New theory and new tests☆2,833 cited
  • 2009Opaque financial reports, R2, and crash risk☆2,796 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2008Do Managers Withhold Bad News?2,191 cited
  • 2011Corporate tax avoidance and stock price crash risk: Firm-level analysis2,154 cited
  • 2012Political Uncertainty and Corporate Investment Cycles2,148 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2001Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices

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Cited by

  • 2020Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective138 cited
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  • 2020Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China86 cited
  • 2022Economic policy uncertainty and stock price crash risk of commercial banks: Evidence from China84 cited
  • 2022Oil price uncertainty and stock price crash risk: Evidence from China77 cited
  • 2023Economic policy uncertainty and default risk: Evidence from China49 cited
  • 2025The impact of ESG rating divergence on stock price crash risk45 cited
  • 2020Environmental policies, national culture, and stock price crash risk: Evidence from renewable energy firms43 cited
  • 2023Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications38 cited
  • 2023Economic policy uncertainty, corporate investment decisions and stock price crash risk: Evidence from China37 cited
  • 2022Employee relations and stock price crash risk: Evidence from employee lawsuits37 cited
  • 2023Institutional cross-ownership and stock price crash risk35 cited
  • 2022The Interactive Effect of Ownership Structure on the Relationship between Annual Board Report Readability and Stock Price Crash Risk33 cited
  • 2024Climate transition risk, environmental news coverage, and stock price crash risk32 cited
  • 2023The impact of FinTech development on stock price crash risk and the role of corporate social responsibility: Evidence from Vietnam31 cited
  • 2024Firm-level political risk and stock price crashes31 cited