State control and stock price crash risk: new evidence of the conservatism of state-owned enterprises

F Xie, HD Anderson, J Chi, J Liao - International Journal of Managerial …, 2023 - emerald.com
Purpose This paper examines the impact of state control on stock price crash risk given
whether and how ownership structure affects stock price crash risk is relatively …

Liquidity and Skewness Risk in Stock Market: Does Measurement of Liquidity Matter?

M Cheuathonghua, W Wattanatorn… - Journal of Distribution …, 2022 - koreascience.kr
Purpose: This study aims to explore the relationship between stock liquidity and skewness
risk-tail risk (stock price crash risk) in an emerging market, in which problems on liquidity are …

[PDF][PDF] Liquidity and stock price crash risk

C Hutangkura, W Wattanatorn - 2023 - ethesisarchive.library.tu.ac.th
This study examines the relationship between stock liquidity and stock price crash risk in an
emerging market, Thailand, to evaluate the performance of liquidity measurement. This …