Analyst coverage, optimism, and stock price crash risk: Evidence from China

By Nianhang Xu, Xuanyu Jiang, Kam C. Chan, Zhihong Yi. 2013

236 citations recorded by the source corpus.

Subfields: Accounting

View Paper: https://www.semanticscholar.org/paper/98e8889034efa1b6d70b9653acadf39927c11e03

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In Accounting

1. Guangda Ouyang
2. Steven Shuye Wang
3. Xiaorong Li
4. Fenghua Wen
5. Longhao Xu
6. Gang Kou
7. Xue Wang

Citations in the corpus

• Trust and stock price crash risk: evidence from China (2017, result): “…two rash risk measures, NCSKEW t + 1 and DUVOL t + 1 , are also negatively ssociated with SIZE t , LEV t , POPG t , EDU t , and CSR t but positively asociated with DTURN t , MB t , ABACC t , and FEMALEP t , which is largely onsistent with previous studies ( Xu et al., 2013; Piotroski et al., 015 ).”
• Retail investor attention and stock price crash risk: Evidence from China (2019, background): “(2019) and Xu et al. (2013) find that institutional ownership and analyst coverage increasingly act as “market stabilizers” and “information diggers” in the China stock market.”