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R2 around the world: New theory and new tests

Citations

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Cited by:

  1. Jingbo Luo & Weimin Wang, 2023. "Do managers' professional connections benefit their firms in mergers and acquisitions: Chinese evidence," Review of Quantitative Finance and Accounting, Springer, vol. 60(2), pages 679-713, February.
  2. Nguyen, Thu Ha & Lan, Yihui & Treepongkaruna, Sirimon & Zhong, Rui, 2023. "Credit rating downgrades and stock price crash risk: International evidence," Finance Research Letters, Elsevier, vol. 55(PB).
  3. Joseph P. H. Fan & Li Jin & Guojian Zheng, 2016. "Revisiting the Bright and Dark Sides of Capital Flows in Business Groups," Journal of Business Ethics, Springer, vol. 134(4), pages 509-528, April.
  4. Leye Li & Louise Yi Lu & Dongyue Wang, 2022. "External labour market competitions and stock price crash risk: evidence from exposures to competitor CEOs’ award‐winning events," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1421-1460, April.
  5. Minghui Yang & Yan Wang & Lu Bai & Petra Maresova, 2023. "Corporate social responsibility, family involvement, and stock price crash risk," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(3), pages 1204-1225, May.
  6. Peter Brusov & Tatiana Filatova & Natali Orekhova, 2023. "Capital Structure Theory: Past, Present, Future," Springer Books, in: The Brusov–Filatova–Orekhova Theory of Capital Structure, chapter 0, pages 9-50, Springer.
  7. Allaudeen Hameed & Randall Morck & Jianfeng Shen & Bernard Yeung, 2015. "Information, Analysts, and Stock Return Comovement," Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3153-3187.
  8. Randall Morck, 2011. "Finance and Governance in Developing Economies," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 375-406, December.
  9. Adnan Safi & Yingying Chen & Abdul Qayyum & Salman Wahab, 2022. "Business strategy, market power, and stock price crash risk: Evidence from China," Risk Management, Palgrave Macmillan, vol. 24(1), pages 34-54, March.
  10. Lin Liao & Yukun Pan & Daifei (Troy) Yao, 2023. "Capital market liberalisation and voluntary corporate social responsibility disclosure: Evidence from a quasi‐natural experiment in China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(2), pages 2677-2715, June.
  11. Ahsan Habib & Mostafa Monzur Hasan & Haiyan Jiang, 2018. "Stock price crash risk: review of the empirical literature," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 211-251, November.
  12. Ugur Lel & Darius Miller & Natalia Reisel, 2019. "Explaining top management turnover in private corporations: The role of cross-country legal institutions and capital market forces," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(5), pages 720-739, July.
  13. Vo, Xuan Vinh, 2015. "Foreign ownership and stock return volatility – Evidence from Vietnam," Journal of Multinational Financial Management, Elsevier, vol. 30(C), pages 101-109.
  14. Xu, Nianhang & Li, Xiaorong & Yuan, Qingbo & Chan, Kam C., 2014. "Excess perks and stock price crash risk: Evidence from China," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 419-434.
  15. Thomas R. Kubick & G. Brandon Lockhart, 2021. "Industry tournament incentives and stock price crash risk," Financial Management, Financial Management Association International, vol. 50(2), pages 345-369, June.
  16. Edward J. Riedl & George Serafeim, 2011. "Information Risk and Fair Values: An Examination of Equity Betas," Journal of Accounting Research, Wiley Blackwell, vol. 49(4), pages 1083-1122, September.
  17. Fan, Joseph P.H. & Gillan, Stuart L. & Yu, Xin, 2013. "Property rights, R&D spillovers, and corporate accounting transparency in China," Emerging Markets Review, Elsevier, vol. 15(C), pages 34-56.
  18. Anh Huu Nguyen & Thu Minh Thi Vu & Quynh Truc Thi Doan, 2020. "Corporate Governance and Stock Price Synchronicity: Empirical Evidence from Vietnam," IJFS, MDPI, vol. 8(2), pages 1-13, April.
  19. Balachandran, Balasingham & Duong, Huu Nhan & Luong, Hoang & Nguyen, Lily, 2020. "Does takeover activity affect stock price crash risk? Evidence from international M&A laws," Journal of Corporate Finance, Elsevier, vol. 64(C).
  20. Huang, Rocco R., 2008. "Tolerance for uncertainty and the growth of informationally opaque industries," Journal of Development Economics, Elsevier, vol. 87(2), pages 333-353, October.
  21. Quan Gan & Buhui Qiu, 2021. "The information content of 10‐K file size change," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1251-1285, December.
  22. Brockman, Paul & Liebenberg, Ivonne & Schutte, Maria, 2010. "Comovement, information production, and the business cycle," Journal of Financial Economics, Elsevier, vol. 97(1), pages 107-129, July.
  23. Faiza Zulfiqar & Najam Us Sahar & Raja Nabeel-Ud-Din Jalal & Muhammad Akhtar & Um-E-Roman Fayyaz & Michelina Venditti, 2022. "Nexus Between Financial Crises, Corporate Governance and Future Stock Price Crash Risk," SAGE Open, , vol. 12(4), pages 21582440221, October.
  24. Doron Reichmann & Rouven Möller & Tobias Hertel, 2022. "Nothing but good intentions: the search for equity and stock price crash risk," Journal of Business Economics, Springer, vol. 92(9), pages 1455-1489, November.
  25. Zhang, Ziqi & Su, Zhi & Wang, Ke & Zhang, Yongji, 2022. "Corporate environmental information disclosure and stock price crash risk: Evidence from Chinese listed heavily polluting companies," Energy Economics, Elsevier, vol. 112(C).
  26. Yu, Zhongbo & Li, Liuchuang & Tian, Gaoliang & Zhang, Hao, 2013. "Aggressive reporting, investor protection and stock price informativeness: Evidence from Chinese firms," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 22(2), pages 71-85.
  27. Li, Xiaorong & Chan, Kam C., 2016. "Communist party control and stock price crash risk: Evidence from China," Economics Letters, Elsevier, vol. 141(C), pages 5-7.
  28. Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2020. "Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
  29. Wu, Chunying & Xiong, Xiong & Gao, Ya & Zhang, Jin, 2022. "Does social media coverage deter firms from withholding bad news? Evidence from stock price crash risk," International Review of Financial Analysis, Elsevier, vol. 84(C).
  30. Rajgopal, Shiva & Venkatachalam, Mohan, 2011. "Financial reporting quality and idiosyncratic return volatility," Journal of Accounting and Economics, Elsevier, vol. 51(1), pages 1-20.
  31. Chen, Xiaoqi & Chih-Chieh Chris, Hsieh & Tsang, Albert & Xiang, Yi, 2022. "Cross-border enforcement of securities laws and dividend payouts," The British Accounting Review, Elsevier, vol. 54(6).
  32. repec:ibf:ijbfre:v:11:y:2017:i:2:p:39-56 is not listed on IDEAS
  33. Coën, Alain & de La Bruslerie, Hubert, 2019. "The informational dimensions of the Amihud (2002) illiquidity measure: Evidence from the M&A market," Finance Research Letters, Elsevier, vol. 29(C), pages 23-29.
  34. Hsu, Charles & Wang, Rencheng & Whipple, Benjamin C., 2022. "Non-GAAP earnings and stock price crash risk," Journal of Accounting and Economics, Elsevier, vol. 73(2).
  35. Wen, Fenghua & Xu, Longhao & Ouyang, Guangda & Kou, Gang, 2019. "Retail investor attention and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 65(C).
  36. Lin, Tse-Chun & Liu, Jinyu & Ni, Xiaoran, 2022. "Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes," Journal of Empirical Finance, Elsevier, vol. 69(C), pages 185-207.
  37. Robert M. Bushman & Christopher D. Williams, 2015. "Delayed Expected Loss Recognition and the Risk Profile of Banks," Journal of Accounting Research, Wiley Blackwell, vol. 53(3), pages 511-553, June.
  38. Doukas, John A. & Wang, Liu, 2014. "Does the bonding effect matter in a more integrated capital market world?," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 162-184.
  39. David, Joel M. & Simonovska, Ina, 2016. "Correlated beliefs, returns, and stock market volatility," Journal of International Economics, Elsevier, vol. 99(S1), pages 58-77.
  40. Vo, Xuan Vinh & Phan, Dang Bao Anh, 2019. "Herd behavior and idiosyncratic volatility in a frontier market," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 321-330.
  41. Chan, Kalok & Covrig, Vicentiu, 2012. "What determines mutual fund trading in foreign stocks?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 793-817.
  42. Rio Murata & Shigeyuki Hamori, 2021. "ESG Disclosures and Stock Price Crash Risk," JRFM, MDPI, vol. 14(2), pages 1-20, February.
  43. Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2016. "Stock Exchange Mergers and Market," Post-Print hal-01238707, HAL.
  44. Lixiang Wang & Wendi Hou & Yupei Liu, 2023. "How do co‐shareholding networks affect negative media coverage? Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 4221-4249, December.
  45. Yu, Jingwen & Mai, Dongren, 2020. "Political turnover and stock crash risk: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
  46. Kim, Jeong-Bon & Zhang, Eliza Xia & Zhong, Kai, 2021. "Does unionization affect the manager–shareholder conflict? Evidence from firm-specific stock price crash risk," Journal of Corporate Finance, Elsevier, vol. 69(C).
  47. Castro, F. Henrique & Santana, Verônica, 2018. "Informativeness of stock prices after IFRS adoption in Brazil," Journal of Multinational Financial Management, Elsevier, vol. 47, pages 46-59.
  48. Flood, Mark D. & Kenett, Dror Y. & Lumsdaine, Robin L. & Simon, Jonathan K., 2020. "The Complexity of Bank Holding Companies: A Topological Approach," Journal of Banking & Finance, Elsevier, vol. 118(C).
  49. Bong‐Chan Kho & René M. Stulz & Francis E. Warnock, 2009. "Financial Globalization, Governance, and the Evolution of the Home Bias," Journal of Accounting Research, Wiley Blackwell, vol. 47(2), pages 597-635, May.
  50. Yanyi Ye & Yun Wang & Xiaoguang Yang, 2022. "Bank loan information and information asymmetry in the stock market: evidence from China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-28, December.
  51. Ge, Yongbo & Zhu, Yuexiao, 2022. "Boosting green recovery: Green credit policy in heavily polluted industries and stock price crash risk," Resources Policy, Elsevier, vol. 79(C).
  52. Duan, Jiangjiao & Lin, Jingjing, 2022. "Information disclosure of COVID-19 specific medicine and stock price crash risk in China," Finance Research Letters, Elsevier, vol. 48(C).
  53. Bennett, Benjamin & Stulz, René & Wang, Zexi, 2020. "Does the stock market make firms more productive?," Journal of Financial Economics, Elsevier, vol. 136(2), pages 281-306.
  54. Zuo, Junqing & Zhang, Wei & Hu, Mingya & Feng, Xu & Zou, Gaofeng, 2022. "Employee relations and stock price crash risk: Evidence from employee lawsuits," International Review of Financial Analysis, Elsevier, vol. 82(C).
  55. Chue, Timothy K. & Gul, Ferdinand A. & Mian, G. Mujtaba, 2019. "Aggregate investor sentiment and stock return synchronicity," Journal of Banking & Finance, Elsevier, vol. 108(C).
  56. Aman, Hiroyuki, 2013. "An analysis of the impact of media coverage on stock price crashes and jumps: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 22-38.
  57. Ruwei Zhao & Ruixin Fan & Xiong Xiong & Jianli Wang & Jitka Hilliard, 2023. "Media Tone and Stock Price Crash Risk: Evidence from China," Mathematics, MDPI, vol. 11(17), pages 1-14, August.
  58. Feng He & Yaqian Feng & Lingbing Feng, 2023. "Social media information dissemination and corporate bad news hoarding," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 1503-1532, April.
  59. Emre Ozdenoren & Kathy Yuan, 2012. "Stock Market Tournaments," Koç University-TUSIAD Economic Research Forum Working Papers 1222, Koc University-TUSIAD Economic Research Forum.
  60. Chernobai, Anna & Yasuda, Yukihiro, 2013. "Disclosures of material weaknesses by Japanese firms after the passage of the 2006 Financial Instruments and Exchange Law," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1524-1542.
  61. Allen, Franklin & Qian, Jun & Qian, Meijun, 2018. "A Review of China’s Institutions," CEPR Discussion Papers 13269, C.E.P.R. Discussion Papers.
  62. Chen, Jing & Liu, Xinghe & Ou, Fenghao & Lu, Meiting & Wang, Peipei, 2023. "Green lending and stock price crash risk: Evidence from the green credit reform in China," Journal of International Money and Finance, Elsevier, vol. 130(C).
  63. Zunxin Zheng & Donghui Li & Tingyong Zhong & Tian Wang & Ling He, 2023. "CEO facial structure and stock price crash risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 873-905, April.
  64. Abedifar, Pejman & Bouslah, Kais & Qamhieh Hashem, Shatha & Song, Liang, 2020. "How informative are stock prices of Islamic Banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
  65. Hou, Wenxuan & Kuo, Jing-Ming & Lee, Edward, 2012. "The impact of state ownership on share price informativeness: The case of the Split Share Structure Reform in China," The British Accounting Review, Elsevier, vol. 44(4), pages 248-261.
  66. Allayannis, George & Simko, Paul J., 2022. "Discretionary earnings smoothing, credit quality, and firm value," Journal of Banking & Finance, Elsevier, vol. 140(C).
  67. Soedarmono, Wahyoe & Tarazi, Amine, 2013. "Bank opacity, intermediation cost and globalization: Evidence from a sample of publicly traded banks in Asia," Journal of Asian Economics, Elsevier, vol. 29(C), pages 91-100.
  68. Cao, Chunfang & Xia, Changyuan & Chan, Kam C., 2016. "Social trust and stock price crash risk: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 46(C), pages 148-165.
  69. Obaydin, Ivan & Zurbruegg, Ralf & Hossain, Md Noman & Adhikari, Binay Kumar & Elnahas, Ahmed, 2021. "Shareholder litigation rights and stock price crash risk," Journal of Corporate Finance, Elsevier, vol. 66(C).
  70. Viral V. Acharya & Bart M. Lambrecht, 2015. "A Theory of Income Smoothing When Insiders Know More Than Outsiders," Review of Financial Studies, Society for Financial Studies, vol. 28(9), pages 2534-2574.
  71. Campbell, Cynthia J. & Cowan, Arnold R. & Salotti, Valentina, 2010. "Multi-country event-study methods," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 3078-3090, December.
  72. Jia, Ning, 2018. "Corporate innovation strategy and stock price crash risk," Journal of Corporate Finance, Elsevier, vol. 53(C), pages 155-173.
  73. Feng, Jingwen & Goodell, John W. & Shen, Dehua, 2022. "ESG rating and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, vol. 46(PB).
  74. Parigi, Bruno M. & Pelizzon, Loriana, 2008. "Diversification and ownership concentration," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1743-1753, September.
  75. Francis, Bill & Hasan, Iftekhar & Song, Liang & Yeung, Bernard, 2012. "What determines bank stock price synchronicity? Global evidence," Bank of Finland Research Discussion Papers 16/2012, Bank of Finland.
  76. Ararat, Melsa & Yurtoglu, B. Burcin, 2021. "Female directors, board committees, and firm performance: Time-series evidence from Turkey," Emerging Markets Review, Elsevier, vol. 48(C).
  77. Beuselinck, C.A.C. & Joos, P.P.M. & Khurana, I.K. & van der Meulen, S., 2010. "Mandatory IFRS Reporting and Stock Price Informativeness," Other publications TiSEM ef72d273-639c-41d8-9c5c-5, Tilburg University, School of Economics and Management.
  78. Wu, Xiang & Zhang, Bing & Fu, Junhui & Liu, Yufang, 2022. "IPO over-financing and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, vol. 47(PA).
  79. Hooy, Chee-Wooi & Lim, Kian-Ping, 2013. "Is market integration associated with informational efficiency of stock markets?," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 29-44.
  80. Ahmad Fraz & Arshad Hassan, 2017. "Stock Price Synchronicity and Information Environment," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(4), pages 213-232, December.
  81. Le, Trinh Hue & Oliver, Barry & Tan, Kelvin Jui Keng, 2022. "Nowhere to hide: Response of corporate restructuring activities to mandatory segment disclosure," Journal of Corporate Finance, Elsevier, vol. 76(C).
  82. Long, Wenbin & Tian, Gary Gang & Hu, Jun & Yao, Daifei (Troy), 2020. "Bearing an imprint: CEOs' early-life experience of the Great Chinese Famine and stock price crash risk," International Review of Financial Analysis, Elsevier, vol. 70(C).
  83. Li, Tao & Xiang, Cheng & Liu, Zhuo & Cai, Wenwu, 2020. "Annual report disclosure timing and stock price crash risk," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  84. Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2015. "Model uncertainty and systematic risk in US banking," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 49-66.
  85. Zhao, Yuyang & Xiang, Cheng & Cai, Wenwu, 2021. "Stock market liberalization and institutional herding: Evidence from the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connects," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
  86. Boubakri, Narjess & Bouslimi, Lobna & Zhong, Rui, 2022. "Political uncertainty and analysts’ forecasts: International evidence," Journal of Financial Stability, Elsevier, vol. 59(C).
  87. Jinyu Liu & Rui Zhong, 2018. "Equity index futures trading and stock price crash risk: Evidence from Chinese markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(11), pages 1313-1333, November.
  88. Jesse Ellis & Sara B. Moeller & Frederik P. Schlingemann & René M. Stulz, 2011. "Globalization, Governance, and the Returns to Cross-Border Acquisitions," NBER Working Papers 16676, National Bureau of Economic Research, Inc.
  89. Daniel Bradley & Xi Liu & Christos Pantzalis, 2014. "Bucking the Trend: The Informativeness of Analyst Contrarian Recommendations," Financial Management, Financial Management Association International, vol. 43(2), pages 391-414, June.
  90. Wang, Jiaxin & Zhu, Zhaowei & Huang, Xiang, 2023. "Stock bubbles under sudden public crises: A perspective from the excessive financialization of firms," Finance Research Letters, Elsevier, vol. 57(C).
  91. repec:zbw:bofitp:2013_020 is not listed on IDEAS
  92. Callen, Jeffrey L. & Fang, Xiaohua, 2013. "Institutional investor stability and crash risk: Monitoring versus short-termism?," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3047-3063.
  93. Yuan, Rongli & Sun, Jian & Cao, Feng, 2016. "Directors' and officers' liability insurance and stock price crash risk," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 173-192.
  94. Yogesh Chauhan & Sudhakara Reddy Syamala & Kavita Wadhwa, 2015. "Board busyness and crash risk: evidence from Indian stock market," International Journal of Corporate Governance, Inderscience Enterprises Ltd, vol. 6(1), pages 1-24.
  95. Xuefeng Shao & Shi Chen, 2024. "Research on Tax Compliance Incentive Effects of Platform Companies from the Perspective of Incomplete Contract – An Empirical Study Based on China," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 26(65), pages 330-330, February.
  96. Dewally, Michaël & Shao, Yingying, 2013. "Financial derivatives, opacity, and crash risk: Evidence from large US banks," Journal of Financial Stability, Elsevier, vol. 9(4), pages 565-577.
  97. Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2020. "Opacity and the comovement in the stock prices of banks," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3557-3580, December.
  98. Tang, Liang & Wan, Xiangyu, 2022. "Economic policy uncertainty and stock price informativeness," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
  99. Joachim Gassen & Hollis A. Skaife & David Veenman, 2020. "Illiquidity and the Measurement of Stock Price Synchronicity," Contemporary Accounting Research, John Wiley & Sons, vol. 37(1), pages 419-456, March.
  100. Filzen, Joshua J. & Schutte, Maria Gabriela, 2017. "Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 19-37.
  101. Muhammad Hamza Khan & Muhammad Rizwan *, 2021. "The Impact of Stock Price Crash Risk on the Cost of Capital: Empirical Study from China," Journal of Economic Impact, Science Impact Publishers, vol. 3(2), pages 88-97.
  102. Kim, Min-Su & Kim, Woojin & Lee, Dong Wook, 2015. "Stock return commonality within business groups: Fundamentals or sentiment?," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 198-224.
  103. Fu, Yishu, 2019. "The value of corporate governance: Evidence from the Chinese anti-corruption campaign," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 461-476.
  104. Sónia Sousa & Ana Serra, 2008. "What drives idiosyncratic volatility over time?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 7(3), pages 155-181, December.
  105. Li, Mingsheng & Liu, Desheng & Peng, Hongfeng & Zhang, Luxiu, 2022. "Political connection and its impact on equity market," Research in International Business and Finance, Elsevier, vol. 60(C).
  106. Heng An & Qun Wu & Zhonghua Wu, 2016. "REIT Crash Risk and Institutional Investors," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 527-558, November.
  107. Xin Li & Wei Liang, 2022. "Impact of Market Information Efficiency on Corporate Listing and Financing: Evidence from China," Sustainability, MDPI, vol. 14(20), pages 1-22, October.
  108. Massa, Massimo & li, zhe & xu, niahang & Zhang, Hong, 2016. "The Impact of Sin Culture: Evidence from Earning Management and Alcohol Consumption in China," CEPR Discussion Papers 11475, C.E.P.R. Discussion Papers.
  109. Huang, Wei & Luo, Yan & Zhang, Chenyang, 2022. "Accounting-based downside risk and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, vol. 45(C).
  110. Abad, Pilar & Ferreras, Rodrigo & Robles, M-Dolores, 2019. "Informational role of rating revisions after reputational events and regulation reforms," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 91-103.
  111. Van Ness, Bonnie & Van Ness, Robert & Yildiz, Serhat, 2021. "Private information in trades, R2, and large stock price movements," Journal of Banking & Finance, Elsevier, vol. 131(C).
  112. Li, Jie & Zhou, Zhong-Qiang & Zhang, Yongjie & Xiong, Xiong, 2023. "Information interaction among institutional investors and stock price crash risk based on multiplex networks," International Review of Financial Analysis, Elsevier, vol. 89(C).
  113. Loureiro, Gilberto & Silva, Sónia, 2022. "Earnings management and stock price crashes post U.S. cross-delistings," International Review of Financial Analysis, Elsevier, vol. 82(C).
  114. Isabel Gallego‐Álvarez & María Consuelo Pucheta‐Martínez, 2022. "Sustainable development through the effect of board diversity and CEO duality on corporate risk: Does the state‐owned enterprises matter?," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(6), pages 1462-1476, December.
  115. Zuo, Jingjing & Qiu, Baoyin & Zhu, Guoyiming & Lei, Guangyong, 2023. "Local speculative culture and stock price crash risk," Research in International Business and Finance, Elsevier, vol. 64(C).
  116. Onal, Bunyamin, 2023. "Do politically connected directors play an information role under policy uncertainty?," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
  117. Dan Hu & Eunju Lee & Bingxin Li, 2023. "Trade secrets protection and stock price crash risk," The Financial Review, Eastern Finance Association, vol. 58(2), pages 395-421, May.
  118. Lambrecht, Bart M. & Myers, Stewart C., 2008. "Debt and managerial rents in a real-options model of the firm," Journal of Financial Economics, Elsevier, vol. 89(2), pages 209-231, August.
  119. Bo Sun & Xuan S. Tam & Eric Young, 2020. "The Stock Market Response to a "Regulatory Sine Curve"," International Finance Discussion Papers 1299, Board of Governors of the Federal Reserve System (U.S.).
  120. Sudip Datta & Mai Iskandar‐Datta & Vivek Singh, 2014. "Opaque financial reports and R2: Revisited," Review of Financial Economics, John Wiley & Sons, vol. 23(1), pages 10-17, January.
  121. Li, Fengyun & Petsas, Iordanis & Cai, Jinghan, 2020. "Corporate events, return synchronicity and price efficiency," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
  122. Li, Xiaoqing & Qiao, Penghua & Zhao, Lin, 2019. "CEO media exposure, political connection and Chinese firms' stock price synchronicity," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 61-75.
  123. Harper, Joel & Johnson, Grace & Sun, Li, 2020. "Stock price crash risk and CEO power: Firm-level analysis," Research in International Business and Finance, Elsevier, vol. 51(C).
  124. Kim, Jeong-Bon & Li, Yinghua & Zhang, Liandong, 2011. "Corporate tax avoidance and stock price crash risk: Firm-level analysis," Journal of Financial Economics, Elsevier, vol. 100(3), pages 639-662, June.
  125. Lin, Xiaowei & Li, Ao & Xu, Yonghao & Ding, Zijun, 2023. "Does internal whistleblowing build more socially responsible firms？," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 197-214.
  126. Aman, Hiroyuki & Moriyasu, Hiroshi, 2017. "Volatility and public information flows: Evidence from disclosure and media coverage in the Japanese stock market," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 660-676.
  127. Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S., 2013. "Illiquidity shocks and the comovement between stocks: New evidence using smooth transition," Journal of Empirical Finance, Elsevier, vol. 23(C), pages 1-15.
  128. Luo, Yan & Wang, Xiaohuan & Zhang, Chenyang & Huang, Wei, 2021. "Accounting-based downside risk and expected stock returns: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
  129. Liao, Lin & Sharma, Divesh & Yang, Yitang (Jenny) & Zhao, Rui, 2023. "Adoption and content of key audit matters and stock price crash risk," International Review of Financial Analysis, Elsevier, vol. 88(C).
  130. Feng, Xunan & Hu, Na & Johansson, Anders C., 2016. "Ownership, analyst coverage, and stock synchronicity in China," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 79-96.
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