Chatham Street
Liverpool, L69 7ZA
United Kingdom
University of Liverpool
Stock price crash risk, Earnings conference calls, Tone, Textual analysis, Voluntary disclosure
Economic Uncertainty, Ambiguity Aversion, Risk Premium, Mis-Pricing, Cross-Section of Stock Returns, Return Predictability
Real Estate, Liquidity, Forecasting, Time-Varying Parameter VAR.
Political connections; independent directors; corporate environmental punishment; judicial efficiency; local corruption culture
Broadcast Media, Anti-corruption, China, Political Connections, Event study
option-implied volatility, volatility skew, return predictability