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The Impact of Institutional Cross-Holdings on Stock Price Collapse

In: Economic Management and Big Data Application Proceedings of the 3rd International Conference

Author

Listed:
  • Miao Yu
  • Cong Zhi Zhang

Abstract

This paper examines the relationship between institutional cross-holdings and the risk of stock price volatility of listed companies using data from 2007-2020 for Chinese A-share listed companies, using a panel OLS method of regression. It is found that institutional cross-holdings significantly inhibit the risk of stock price volatility, and the conclusion is still robust after considering endogenous problems. Cross-holding institutions are of great significance in giving full play to the role of “stabilizer” in the capital market and preventing and resolving major financial risks.

Suggested Citation

  • Miao Yu & Cong Zhi Zhang, 2024. "The Impact of Institutional Cross-Holdings on Stock Price Collapse," World Scientific Book Chapters, in: Sikandar Ali Qalati (ed.), Economic Management and Big Data Application Proceedings of the 3rd International Conference, chapter 49, pages 557-566, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811270277_0049
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    More about this item

    Keywords

    Big Data; Information Management; Economic; Data Applications; Blockchain; E-commerce;
    All these keywords.

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
    • O14 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Industrialization; Manufacturing and Service Industries; Choice of Technology

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