The Bank of Japan's equity purchases and stock price crash risk

DOI10.1016/J.ECONLET.2023.111214MaRDI QIDQ6093752zbMATH OpenFDO

Authors Izidin El Kalak, Onur Kemal Tosun, Kazuo Yamada

Publication date 12 September 2023

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2023.111214

zbMATH Keywords

bank of Japancrash riskETFmonetary policy

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• On the impact of quantitative easing on credit standards and systemic risk: the Japanese experience

Cited in

(8)

• Bureaucrat-managers and corporate governance: expense-preference behaviors in Japanese financial institutions
• Shareholdings by financial institutions, information asymmetry and the intertemporal return-earnings relation in Japan
• How does debt structure influence stock price crash risk?
• On the impact of quantitative easing on credit standards and systemic risk: the Japanese experience
• Bail-in regulation and stock market reaction
• Managerial power, exterior governance and stock price crash risk: evidence from Chinese stock market
• Bank of Japan equity purchases: the (non-)effects of extreme quantitative easing
• Supervisory capability of supervisor board, incentives to supervisor board, and stock price crash risk

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