Cross‐shareholding networks and stock price synchronicity: Evidence from China-Reference-Cited by-同舟云学术

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Cross‐shareholding networks and stock price synchronicity: Evidence from China

Published:2020-07-28 Issue:1 Volume:26 Page:914-948
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Wen Fenghua¹²³,Yuan Yujie¹,Zhou Wei‐Xing⁴⁵^ORCID

Affiliation:

1. School of Business Central South University Changsha Human China

2. Supply Chain and Logistics Optimization Research Centre, Faculty of Engineering University of Windsor Windsor Ontario Canada

3. Centre for Computational Finance and Economic Agents University of Essex Colchester UK

4. Department of Finance East China University of Science and Technology Shanghai China

5. Department of Mathematics East China University of Science and Technology Shanghai China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1828

Reference86 articles.

1. Ahern K. R. 2013. Network centrality and the cross section of stock returns Retrieved fromhttps://ssrn.com/abstract=2197370.

2. Will cross‐ownership re‐establish market power in the nordic power market?;Amundsen E. S.;The Econometrics Journal,2002

3. Stock price synchronicity, crash risk, and institutional investors

4. Idiosyncratic volatility: An indicator of noise trading?

5. The portfolio behavior of Japanese corporations’ stable shareholders

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