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Market stabilization fund and stock price crash risk: evidence from the post-crash period

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Publication:2152332
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DOI10.1016/j.jedc.2022.104433zbMath1492.91364OpenAlexW4280617542MaRDI QIDQ2152332

Wenfeng Wu, Dayong Lv, Minchen Zhu

Publication date: 8 July 2022

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104433


zbMATH Keywords

Chinainstitutional investormarket stabilization fundstock price crash riskstock-picking ability


Mathematics Subject Classification ID

Financial markets (91G15)


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Systemic risk of optioned portfolio: controllability and optimization



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