Does liquidity connectedness affect stock price crash risk? Evidence from China-Reference-Cited by-同舟云学术

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Does liquidity connectedness affect stock price crash risk? Evidence from China

Published:2024-09 Issue: Volume:74 Page:102238
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Yang Xin^ORCID,Ao Xuan,Cao Jie,Huang Chuangxia

Publisher

Elsevier BV

Reference55 articles.

1. Stock liquidity, stock price crash risk, and foreign ownership;Alp;Borsa Istanbul Review,2022

2. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;Journal of Financial Markets,2002

3. Large controlling shareholders and stock price synchronicity;Boubaker;Journal of Banking & Finance,2014

4. The anatomy of a large-scale hypertextual web search engine;Brin;Computer Networks and ISDN Systems,1998

5. No news is good news: An asymmetric model of changing volatility in stock returns;Campbell;Journal of financial Economics,1992

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