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FIRM CHARACTERISTICS, MARKET STABILITY, AND THE DYNAMICS OF STOCK PRICE CRASHES: EVIDENCE FROM FIRM-LEVEL DATA IN EMERGING MARKETS

The paper examines the risk of stock price crashes in emerging markets based on structural and governance features of companies. The analysis based on a balanced sample of 2010-2023 firms, as well as random-effects generalized least squares (GLS) regression, examines how leverage, firm size, firm a...

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Bibliographic Details
Main Author: Kayode David KOLAWOLE
Format: Artigo
Language:Inglês
Published: Association of Scientists and Intellectuals of Kosovo 2025-12-01
Series:Prizren Social Science Journal
Subjects:
Online Access:https://prizrenjournal.com/index.php/PSSJ/article/view/757
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