This study examines the effect of financial statement comparability on stock liquidity.
Drawing from information asymmetry arguments, we posit that greater comparability …

Using a sample of China's listed companies spanning from 2007 to 2021, our study reveals
that state shareholders have a dampening effect on the asset-liability maturity mismatch of …

This study investigates the effect of media coverage on stock liquidity in the Chinese stock
market. Media coverage has a significant positive effect on stock liquidity. Media coverage …

Using a large sample of Chinese listed firms, we examine the link between state ownership
and firms' stock price crash risk. We find that state ownership is significantly associated with …

We provide unique firm-level evidence of the relation between state ownership and stock
liquidity. Using a broad sample of newly privatized firms (NPFs) from 53 countries over the …

In this paper, we conduct an extensive empirical study on the relationship between block
ownership and information asymmetry based on the split-share structure of Chinese …

Using data assembled from all non-financial firms traded on the Malaysian stock exchange,
we provide evidence of a nonlinear relationship between the number of shareholders and …

In the face of escalating global energy consumption and rising CO2 emissions, this research
investigates the pivotal role played by China's Energy Use Rights Trading (EURT) system in …

This study investigates the nexus of stock liquidity and trade-credit policies in China from
2002 to 2017. The estimates are robust to alternative proxies, various fixed-effects, and the …

Using manually collected data of Chinese listed non-financial corporations, we find that
multiple large shareholders (MLS) inhibit performance sensitivity to forced CEO turnover and …