The Threshold Effect of Leveraged Trading on the Stock Price Crash Risk: Evidence from China.
Zhen PengChangsheng HuPublished in: Entropy (2020)
Keyphrases
- stock price
- chinese stock market
- stock exchange
- financial markets
- investment strategies
- portfolio optimization
- dow jones
- technical indicators
- stock data
- stock market
- trading systems
- non stationary
- risk management
- stock returns
- stock index
- option pricing
- historical data
- foreign exchange
- news articles
- stock price prediction
- exchange rate
- stock trading
- financial data
- early warning
- financial time series
- short term
- decision making
- portfolio selection
- trading strategies
- credit risk
- natural language processing
- long term