Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective

Ruwei Zhao, Xiong Xiong, Dehua Shen, Wei Zhang 0026. Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective. International Journal of Information Technology and Decision Making, 18(2):695-715, 2019. [doi]

Abstract

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