Debt and stock price crash risk in weak information environment

Meng Wang, Miao Han, Wei Huang

    Research output: Journal PublicationArticlepeer-review

    10 Citations (Scopus)


    We document that stock price crash risk is negatively associated with the level of debt financing by listed Chinese firms. This finding indicates that creditor monitoring reduces bad news hoarding in China's weak information environment.

    Original languageEnglish
    Article number101186
    JournalFinance Research Letters
    Publication statusPublished - Mar 2020


    • China
    • Debt
    • Stock crash risk

    ASJC Scopus subject areas

    • Finance


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