Stock crashes and jumps reactions to information demand and supply: an intraday analysis

DOI10.1007/S10690-020-09327-ZzbMATH Open1495.91109OpenAlexW3099496805MaRDI QIDQ2166091FDOQ2166091

Authors: Gang Chu, Xiao Li, Dehua Shen, Yong-jie Zhang 

Publication date: 23 August 2022

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-020-09327-z

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zbMATH Keywords

information asymmetryinformation supplyinformation demandintraday crashesintraday jumps

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• CEO age and stock price crash risk

Cited In (1)

• Information disclosure source, investors' searching and stock price crash risk

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