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pro vyhledávání: '"Seyedhossein Naslmousavi"'
Publikováno v:
Iranian Journal of Accounting, Auditing & Finance, Vol 6, Iss 2, Pp 83-95 (2022)
Negative skewness is among the features of crash risk that finally result in more volatility in the negative return. The contributing factors to stock price crash risk spread at the firm level, but the agency cost brings about information asymmetry.
Externí odkaz:
https://doaj.org/article/b7f8163cc2b24fa0b94b877c5b48ca8a
