OPACITY, FINANCIAL INFORMATION SYNCHRONICITY AND STOCK CRASH RISK

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DAVALLOU MARYAM

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: MANAGEMENT ACCOUNTING Year:2017 | Volume:9 | Issue:31 Page(s): 33-49

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Information Journal Paper

Title

OPACITY, FINANCIAL INFORMATION SYNCHRONICITY AND STOCK CRASH RISK

Author(s)

DAVALLOU MARYAM | Issue Writer Certificate

Keywords

OPACITYQ2

SYNCHRONICITYQ2

CRASH RISKQ2

Abstract

This paper is aimed to investigate the relation between OPACITY, SYNCHRONICITY and CRASH RISK. It is expected OPACITY represent lower firm specific information and resulted in higher SYNCHRONICITY and CRASH RISK. In order to this aim, a sample composed of listed firms in Tehran Stock Exchange during 1381 to 1393 is examined. To investigate above relations, methods including logistic, panel data and Fama-Macbethregressions are used. The research findings confirm that crash cannot be attributed to OPACITY. Lack of relation between OPACITY and jump is recognized. Also, it cannot be claimed that OPACITY result in lower firm specific information and higher SYNCHRONICITY. Latter findings are not sensitive to SYNCHRONICITY and crash measures.

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References

THE IMPACT OF OPACITY IN FINANCIAL REPORTING ON THE FUTURE STOCK PRICE CRASH RISK OF LISTED COMPANIES IN TEHRAN STOCK EXCHANGE

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APA: Copy

DAVALLOU, MARYAM. (2017). OPACITY, FINANCIAL INFORMATION SYNCHRONICITY AND STOCK CRASH RISK. MANAGEMENT ACCOUNTING, 9(31), 33-49. SID. https://sid.ir/paper/198957/en

Vancouver: Copy

DAVALLOU MARYAM. OPACITY, FINANCIAL INFORMATION SYNCHRONICITY AND STOCK CRASH RISK. MANAGEMENT ACCOUNTING[Internet]. 2017;9(31):33-49. Available from: https://sid.ir/paper/198957/en

IEEE: Copy

MARYAM DAVALLOU, “OPACITY, FINANCIAL INFORMATION SYNCHRONICITY AND STOCK CRASH RISK,” MANAGEMENT ACCOUNTING, vol. 9, no. 31, pp. 33–49, 2017, [Online]. Available: https://sid.ir/paper/198957/en

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