... i , w , the first indicator of firm-specific stock price crash risk (FDUVOL), is the “negative coefficient of skewness” (NCSKEW), calculated as: Stock price crash risk Stock price synchronicity Individual auditor quality Corporate governance G12 G30 M42 National...

... F15 G12 G15 Corporate bond markets in Asia have exhibited quadruple growth after the 2008 global financial crisis. The outstanding local currency bonds in the region reached USD 16.3 trillion, with corporate bonds representing USD 6.4 trillion [1] . However, a significant increase...

... of this article (for both commercial and non-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode Chinese IPO Earnings quality IPO pricing Chinese SOEs G12 G14...

... at http://creativecommons.org/licences/by/4.0/legalcode Behavior finance Investor sentiment Investor mood Vietnam G12 G41 N25 Against this backdrop, we contribute to the literature in several respects. First, the study is among the first to investigate the impacts of music-based...

... publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode Skewness Kurtosis Higher moments Return predictability Emerging markets G10 G12 G15 G17 (1) R d = RI d − RI d − 1 RI d...

...-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode G11 G12 O57 Researchers of behavioral finance proposed that investors are not perfectly rational...

.... Stock price movement RCSNet ARIMA CNN LSTM S&P 500 index C52 G11 G12 Technical analysis methods based on historical time-series data. Stock price movement prediction is deemed as a time-series forecast problem. Generally, rather than the original stock forecast, stock price time...