SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Spillover effects of crash and jump events: evidence from Chinese market
16 references·0 citing·50 second hopsampled
Spillover effects of crash and jump events: evidence from Chinese market (2023)Spillover effects of crash and jump event…Firm crash risk, information environment, and speed of leverage adjustment (2015)Firm crash risk, information …Accounting Conservatism and Stock Price Crash Risk: Firm‐level Evidence (2014)Accounting Conservatism and S…Geographic dispersion and stock returns (2012)Geographic dispersion and sto…Factors Affecting the Financial Performance of Jordanian Insurance Companies Listed at Amman Stock Exchange (2012)Factors Affecting the Financi…Opaque financial reports, R2, and crash risk☆ (2009)Opaque financial reports, R2,…Inter-firm linkages and the wealth effects of financial distress along the supply chain☆ (2007)Inter-firm linkages and the w…Good and bad credit contagion: Evidence from credit default swaps☆ (2007)Good and bad credit contagion…Common Failings: How Corporate Defaults Are Correlated (2007)Common Failings: How Corporat…Does Corporate Headquarters Location Matter for Stock Returns? (2006)Does Corporate Headquarters L…Bankruptcy Prediction with Industry Effects (2004)Bankruptcy Prediction with In…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectStock Price Dynamics and Firm Size: An Empirical Investigation (1992)Stock Price Dynamics and Firm…Contagion and competitive intra-industry effects of bankruptcy announcements (1992)Contagion and competitive int…Intra-industry information releases (1987)Intra-industry information re…Intra-industry information transfers associated with earnings releases (1981)Intra-industry information tr…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …An Empirical Evaluation of Accounting Income Numbers (1968)The Information Content of Annual Earnings Announcements (1968)Estimating betas from nonsynchronous data (1977)Environmental disclosures, regulatory costs, and changes in firm value (1994)Industry Information Diffusion and the Lead-lag Effect in Stock Returns (2007)Testing Asymmetric-Information Asset Pricing Models (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Management During Import Relief Investigations (1991)The economic implications of corporate financial reporting (2005)CFOs versus CEOs: Equity incentives and crashes (2011)Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Corporate social responsibility and stock price crash risk (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)R2 around the world: New theory and new tests☆ (2005)Optimum consumption and portfolio rules in a continuous-time model (1971)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Limits of Arbitrage (1995)Investor Psychology and Asset Pricing (2001)Overconfidence and Speculative Bubbles (2003)Market Liquidity and Funding Liquidity (2008)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Managerial discretion and optimal financing policies (1990)Is the Risk of Bankruptcy a Systematic Risk? (1998)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1999)The effect of supply chain glitches on shareholder wealth (2003)Using daily stock returns (1985)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks * (2016)Corporate Immunity to the COVID-19 Pandemic (2020)The Impact of Climate Change on the Cost of Bank Loans (2020)Event Studies in Economics and Finance (1997)Modeling Term Structures of Defaultable Bonds (1999)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Frailty Correlated Default (2009)The Economics of Structured Finance (2009)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)The Cross-Section of Expected Stock Returns (1992)Religious beliefs, gambling attitudes, and financial market outcomes (2011)Credit supply and corporate innovation (2013)Does Corporate Social Responsibility (CSR) Improve Credit Ratings? Evidence from Geographic Identification (2013)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Forecasting Default with the Merton Distance to Default Model (2008)Environmental Externalities and Cost of Capital (2014)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Excess perks and stock price crash risk: Evidence from China (2014)CEO Overconfidence and Stock Price Crash Risk (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2009Opaque financial reports, R2, and crash risk☆2,796 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 2014Accounting Conservatism and Stock Price Crash Risk: Firm‐level Evidence1,044 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 1992Contagion and competitive intra-industry effects of bankruptcy announcements920 cited
  • 2006Does Corporate Headquarters Location Matter for Stock Returns?830 cited
  • 2004Bankruptcy Prediction with Industry Effects810 cited
  • 2007Inter-firm linkages and the wealth effects of financial distress along the supply chain☆757 cited
  • 1981Intra-industry information transfers associated with earnings releases592 cited
  • 2007Good and bad credit contagion: Evidence from credit default swaps☆588 cited
  • 2007Common Failings: How Corporate Defaults Are Correlated583 cited
  • 2012Geographic dispersion and stock returns548 cited
  • 2012Factors Affecting the Financial Performance of Jordanian Insurance Companies Listed at Amman Stock Exchange307 cited
  • 1992Stock Price Dynamics and Firm Size: An Empirical Investigation246 cited
  • 2015Firm crash risk, information environment, and speed of leverage adjustment

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

141 cited
  • 1987Intra-industry information releases140 cited
  • Cited by

    No citing works inside the corpus for this window.