Debt and stock price crash risk in weak information environment

Meng Wang, Miao Han, Wei Huang

Research output: Journal PublicationArticlepeer-review

16 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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