create a website

Market liquidity migration’s effects on the relationship between stock liquidity and stock price crash risk: Evidence from China. (2023). Tang, Yunshu ; Ruan, Yaoyun ; Xie, Wenyan ; Li, Dong Andrew.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:91:y:2023:i:c:p:158-169.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 42

References cited by this document

Cocites: 20

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Major shareholder equity pledges and the risk of stock price crash based on external audit quality. (2024). Zuo, YU ; Bai, Tao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003313.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abedifar, P. ; Li, M. ; Johnson, D. ; Song, L. ; Xing, S. Accounting regulations, enforcement, and stock price crash risk: Global evidence in the banking industry. 2019 Journal of Contemporary Accounting and Economics. 15 -

  2. Alhassan, A. ; Naka, A. Corporate future investments and stock liquidity: Evidence from emerging markets. 2020 International Review of Economics and Finance. 65 69-83

  3. Amihud, Y. Illiquidity and stock returns: Cross-section and time-series effects. 2002 Journal of Financial Markets. 5 31-56

  4. Amihud, Y. ; Mendelson, H. ; Wood, R.A. Liquidity and the 1987 stock market crash. 1990 The Journal of Portfolio Management. 16 65-69
    Paper not yet in RePEc: Add citation now
  5. Boubaker, S. ; Mansali, H. ; Rjiba, H. Large controlling shareholders and stock price synchronicity. 2014 Journal of Banking and Finance. 40 80-96

  6. Callen, J.L. ; Fang, X. Institutional investor stability and crash risk: Monitoring versus short-termism. 2013 Journal of Banking and Finance. 37 3047-3063

  7. Cao, C. ; Xia, C. ; Chan, K.C. Social trust and stock price crash risk: Evidence from China. 2016 International Review of Economics and Finance. 46 148-165
    Paper not yet in RePEc: Add citation now
  8. Chang, X. ; Chen, Y. ; Zolotoy, L. Stock liquidity and stock price crash risk. 2017 Journal of Financial and Quantitative Analysis. 52 1605-1637

  9. Chauhan, Y. ; Kumar, S. ; Pathak, R. Stock liquidity and stock prices crash-risk: Evidence from India. 2017 North American Journal of Economics and Finance. 41 70-81
    Paper not yet in RePEc: Add citation now
  10. Chen, J. ; Hong, H. ; Stein, J.C. Forecasting crashes: Trading volume, past returns, and conditional skewness in stock prices. 2001 Journal of Financial Economics. 61 345-381

  11. Chen, L. ; Li, S. ; Wang, J. Liquidity, skewness and stock returns: Evidence from Chinese stock market. 2011 Asia-Pacific Financial Markets. 18 405-427
    Paper not yet in RePEc: Add citation now
  12. Chu, J. ; Fang, J. Does firms’ stock price crash risk affect audit fees?. 2017 Foreign Economics & Management. 39 83-97
    Paper not yet in RePEc: Add citation now
  13. Dong, C. ; Liu, W. ; Liu, W. ; Wang, Y. Research on stock return reversal effect and its relationship with bid-ask spread. 2016 Journal of Management Sciences in China. 19 171-182
    Paper not yet in RePEc: Add citation now
  14. Fan, Y. ; Fu, H. Institutional investors, selling pressure and crash risk: Evidence from China. 2019 Emerging Markets Review, November. -
    Paper not yet in RePEc: Add citation now
  15. Fleming, M.J. ; Mizrach, B. ; Nguyen, G. The microstructure of a U.S. Treasury ECN: The BrokerTec platform. 2018 Journal of Financial Markets. 40 2-22

  16. Granger, C.W.J. Investigating causal relations by econometric models and cross-spectral methods. 1969 Econometrica. 37 424-438
    Paper not yet in RePEc: Add citation now
  17. Gu, N. ; Chen, H. Stock liquidity, price informativeness and the investment decision of the firm. 2010 Journal of Management Science. 23 88-97
    Paper not yet in RePEc: Add citation now
  18. Huang, C.W. ; Lin, C.Y. Do aircraft perquisites cause CEOs to withhold bad news. 2016 North American Journal of Economics and Finance. 35 189-202

  19. Hutton, A.P. ; Marcus, A.J. ; Tehranian, H. Opaque financial reports, R2, and crash risk. 2009 Journal of Financial Economics. 94 67-86

  20. Jebran, K. ; Chen, S. ; Zhang, R. Board diversity and stock price crash risk. 2020 Research in International Business and Finance. 51 -
    Paper not yet in RePEc: Add citation now
  21. Jia, N. Corporate innovation strategy and stock price crash risk. 2018 Journal of Corporate Finance. 53 155-173

  22. Jin, L. ; Myers, S.C. R2 around the world: New theory and new tests. 2006 Journal of Financial Economics. 79 257-292

  23. Kang, J. ; Lin, S. ; Xiong, X. Journal of Economic Dynamics & Control What drives intraday reversal ? illiquidity or liquidity oversupply ?. 2022 Journal of Economic Dynamics & Control. 136-
    Paper not yet in RePEc: Add citation now
  24. Kim, E.H. ; Lu, Y. ; Shi, X. ; Zheng, D. How does stock liquidity affect corporate tax noncompliance ? Evidence from China. 2022 Journal of Comparative Economics, December. 2021-
    Paper not yet in RePEc: Add citation now
  25. Kim, J.B. ; Li, Y. ; Zhang, L. Corporate tax avoidance and stock price crash risk: Firm-level analysis. 2011 Journal of Financial Economics. 100 639-662

  26. Kothari, S.P. ; Shu, S. ; Wysocki, P.D. Do managers withhold bad news. 2009 Journal of Accounting Research. 47 241-276

  27. Li, X. ; Wang, S.S. ; Wang, X. Trust and stock price crash risk: Evidence from China. 2017 Journal of Banking and Finance. 76 74-91

  28. Li, Y. ; Zeng, Y. The impact of top executive gender on asset prices: Evidence from stock price crash risk. 2019 Journal of Corporate Finance. 58 528-550

  29. Liang, C. (2012). Study of the price fluctuation in China security market based on the nonlinearitymodel of heterogeneous investors [Nankai University]. https://kns.cnki.net/KCMS/detail/detail.aspx?dbname=CDFD1214&filename=1013174771.nh.
    Paper not yet in RePEc: Add citation now
  30. Lin, Y. ; Gao, G. ; Shen, H. Stock liquidity and stock price crash risk: Corporate governance and short-term behavior perspective. 2018 Journal of Chongqing University (Social Science Edition). 24 47-65
    Paper not yet in RePEc: Add citation now
  31. Mamun, M.A. ; Balachandran, B. ; Duong, H.N. Powerful CEOs and stock price crash risk. 2020 Journal of Corporate Finance. 437-453

  32. Matsumoto, K. Portfolio insurance with liquidity risk. 2007 Asia-Pacific Financial Markets. 14 363-386
    Paper not yet in RePEc: Add citation now
  33. Maug, E. Large shareholders as monitors: Is there a trade-off between liquidity and control. 1998 Journal of Finance. 53 65-98

  34. Mortazian, M. Liquidity and volatility of stocks moved from the main market to the alternative investment market (AIM). 2021 Asia-Pacific Financial Markets. 29 195-220
    Paper not yet in RePEc: Add citation now
  35. Prommin, P. ; Jumreornvong, S. ; Jiraporn, P. The effect of corporate governance on stock liquidity: The case of Thailand. 2014 International Review of Economics and Finance. 32 132-142

  36. Ronen, T. ; Zhou, X. Trade and information in the corporate bond market. 2013 Journal of Financial Markets. 16 61-103

  37. Shahzad, S.J.H. ; Bouri, E. ; Hernandez, J.A. ; Roubaud, D. Causal nexus between crude oil and US corporate bonds. 2021 Quarterly Review of Economics and Finance. 80 577-589
    Paper not yet in RePEc: Add citation now
  38. Shieh, S.J. ; Lin, C.Y. ; Ho, P.H. Large changes in stock prices: Market, liquidity, and momentum effect. 2012 Quarterly Review of Economics and Finance. 52 183-197

  39. Wang, M. ; Han, M. ; Huang, W. Debt and stock price crash risk in weak information environment. 2019 Finance Research Letters, January. 1-6
    Paper not yet in RePEc: Add citation now
  40. Wu, D. Research on effect of foreign shareholding on price crash risk of listed companies. 2015 International Business. 3 55-65
    Paper not yet in RePEc: Add citation now
  41. Xiong, J. The nature of property rights, the liquidity of stocks and stock price crash risk. 2015 Modern Economic Science. 37 67-77
    Paper not yet in RePEc: Add citation now
  42. Zhang, H. ; Wang, M. ; Jiang, J. Investor protection and stock crash risk. 2017 Pacific Basin Finance Journal. 43 256-266

Cocites

Documents in RePEc which have cited the same bibliography

  1. The role of artificial intelligence in renewable energy development: Insights from less developed economies. (2025). Song, Yanwu ; Li, Runze ; Wu, Jie ; Zheng, Huanyu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003755.

    Full description at Econpapers || Download paper

  2. Heroes or Villains? Culturally endorsed charismatic leadership style and stock price crash risk. (2024). Leledakis, George ; Gaganis, Chrysovalantis ; Pyrgiotakis, Emmanouil G ; Pasiouras, Fotios.
    In: MPRA Paper.
    RePEc:pra:mprapa:122898.

    Full description at Econpapers || Download paper

  3. Social Capital and Stock Price Crash Risk: Cross-Country Evidence. (2024). Leledakis, George ; Gaganis, Chrysovalantis ; Pyrgiotakis, Emmanouil G ; Pasiouras, Fotios.
    In: MPRA Paper.
    RePEc:pra:mprapa:122896.

    Full description at Econpapers || Download paper

  4. The internationalization of capital market and corporate innovation capabilities: A quasi-natural experiment on the inclusion of Chinas A-shares in the MSCI index. (2024). Zhu, Zhaohui ; Tan, Yafei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pa:p:1021-1038.

    Full description at Econpapers || Download paper

  5. Impact of using derivatives on stock market liquidity. (2024). Gupta, Aastha ; Chaudhry, Neeru.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001434.

    Full description at Econpapers || Download paper

  6. Migration fear and stock price crash risk. (2024). Das, Kuntal ; Yaghoubi, Mona.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000118.

    Full description at Econpapers || Download paper

  7. Bank opacity, systemic risk and financial stability. (2024). Mies, Michael.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001110.

    Full description at Econpapers || Download paper

  8. Government accounting supervision and risk of stock price crashes of listed companies: Evidence from the ministry of finance in China. (2024). Chen, Yuhao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012777.

    Full description at Econpapers || Download paper

  9. Market liquidity migration’s effects on the relationship between stock liquidity and stock price crash risk: Evidence from China. (2023). Tang, Yunshu ; Ruan, Yaoyun ; Xie, Wenyan ; Li, Dong Andrew.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:91:y:2023:i:c:p:158-169.

    Full description at Econpapers || Download paper

  10. Environmental engagement and stock price crash risk: Evidence from the European banking industry. (2023). Ricci, Ornella ; Santilli, Gianluca ; Fiordelisi, Franco.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002053.

    Full description at Econpapers || Download paper

  11. Green credit policy and stock price crash risk of heavily polluting enterprises: Evidence from China. (2022). Wang, Yuansheng ; Li, Yuanjia ; Shao, Hanhua.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:75:y:2022:i:c:p:271-287.

    Full description at Econpapers || Download paper

  12. Economic policy uncertainty and stock price crash risk of commercial banks: Evidence from China. (2022). Lian, Yonghui ; Yuan, Mengyi ; Zhang, Lin.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:74:y:2022:i:c:p:587-605.

    Full description at Econpapers || Download paper

  13. Twenty-nine years of the Journal of International Review of Economics and Finance: A scientometric overview (1992–2020). (2021). Hassan, M. Kabir ; Alshater, Muneer ; Atayah, Osama F.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:1106-1125.

    Full description at Econpapers || Download paper

  14. Corporate social activities and stock price crash risk in the banking industry: International evidence. (2021). Wu, Yue ; Wang, Kun Tracy ; Liu, Simeng.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001311.

    Full description at Econpapers || Download paper

  15. The role of R&D in the effectiveness of renewable energy determinants: A spatial econometric analysis. (2021). Heshmati, Almas ; Khezri, Mohsen ; Khodaei, Mehdi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001924.

    Full description at Econpapers || Download paper

  16. 55 years of Abacus: Evolution of Research Streams and Future Research Directions. (2021). Xue, Rui ; Marrone, Mauricio ; Linnenluecke, Martina K ; Belloque, Guilherme ; Singh, Abhay K.
    In: Abacus.
    RePEc:bla:abacus:v:57:y:2021:i:3:p:593-618.

    Full description at Econpapers || Download paper

  17. Debt externality in equity markets: Leveraged portfolios and Islamic indices. (2020). Khan, Salman ; Azmat, Saad.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:152-177.

    Full description at Econpapers || Download paper

  18. Employee downsizing, financial constraints, and production efficiency of firms. (2020). Chen, Ming-Yuan ; Kao, Chun-Lin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:68:y:2020:i:c:p:59-73.

    Full description at Econpapers || Download paper

  19. Financial statement comparability and bank risk-taking. (2020). Cheung, Adrian (Wai-Kong) ; Hasan, Mostafa Monzur ; Taylor, Grantley.
    In: Journal of Contemporary Accounting and Economics.
    RePEc:eee:jocaae:v:16:y:2020:i:3:s1815566920300230.

    Full description at Econpapers || Download paper

  20. Family firms and crash risk: Alignment and entrenchment effects. (2020). Liao, Qunfeng ; Srinidhi, Bin.
    In: Journal of Contemporary Accounting and Economics.
    RePEc:eee:jocaae:v:16:y:2020:i:2:s1815566920300217.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-27 01:33:53 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.