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Leverage-Induced Fire Sales and Stock Market Crashes. (2018). Zhou, Hao ; He, Zhiguo ; Shue, Kelly ; Bian, Jiangze.
In: NBER Working Papers.
RePEc:nbr:nberwo:25040.

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Cited: 30

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Cites: 51

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  2. Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin.
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  3. Large Bets and Stock Market Crashes. (2023). Obizhaeva, Anna A ; Kyle, Albert S.
    In: Review of Finance.
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  4. Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun.
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  5. Does stock market rescue affect investment efficiency in the real sector?. (2023). Ni, Xiaoran ; Lu, Lei ; Li, Zhisheng ; Jin, Ling.
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  6. Burned by leverage? Flows and fragility in bond mutual funds. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina.
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  7. Leverage made at home: Investors margin loan usage and firm leverage. (2023). Niu, Zilong ; Liu, Chunbo.
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  8. Testing factor models when asset bubbles occur: A time-varying perspective. (2023). Li, Yanglin ; Yu, LU.
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  9. Using machine learning to measure financial risk in China. (2023). Ricci, Martino ; Azqueta-Gavaldon, Andres ; Apostolou, Apostolos ; Al-Haschimi, Alexander.
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  10. How Does Deleveraging Affect Funding Market Liquidity?. (2022). Zeng, Haijian ; Tian, Gary Gang ; Qiu, Buhui.
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  11. The effectiveness of government stock purchase during market crash: Evidence from China. (2022). Lin, Bingxuan ; Jin, Ling ; Cheng, Minying.
    In: Pacific-Basin Finance Journal.
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  12. Wealth management products, banking competition, and stability: Evidence from China. (2022). Xiao, Yajun ; Lutkebohmert, Eva ; Feng, XU.
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  13. Extrapolative bubbles and trading volume. (2021). Zhu, Ning ; Peng, Cameron ; Liao, Jingchi.
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  14. Margin trading and leverage management. (2021). Lou, Dong ; He, Zhiguo ; Da, Zhi ; Bian, Jiangze ; Zhou, Hao ; Shue, Kelly.
    In: LSE Research Online Documents on Economics.
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  15. Extrapolative bubbles and trading volume. (2021). Peng, Cameron ; Liao, Jingchi ; Zhu, Ning.
    In: LSE Research Online Documents on Economics.
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  16. Do factor models explain stock returns when prices behave explosively? Evidence from China. (2021). Zhao, Qing ; Yu, LU ; Wang, Shaoping.
    In: Pacific-Basin Finance Journal.
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  17. Investment externalities in models of fire sales. (2021). Kurlat, Pablo.
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  18. Internet searching and stock price crash risk: Evidence from a quasi-natural experiment. (2021). Xuan, Yuhao ; Zheng, Gaoping.
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  19. From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress. (2021). Ferriani, Fabrizio.
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  20. Extendible stock loan. (2021). Wu, Wei-Hwa.
    In: The North American Journal of Economics and Finance.
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  21. Exploited by complexity. (2020). Peng, Cameron ; Kelly, Peter ; Hu, Allen ; Gao, Pengjie ; Zhu, Ning.
    In: LSE Research Online Documents on Economics.
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  22. Shadow banks, leverage risks, and asset prices. (2020). Feng, XU ; Xiao, Yajun ; Lu, Lei.
    In: Journal of Economic Dynamics and Control.
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  23. The impact of psychological identification with home-name stocks on investor behavior: an empirical and experimental investigation. (2019). Li, Xiao Lin ; Yuan, Hong ; Wang, Haizhong.
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  24. Price and volume dynamics in bubbles. (2019). Liao, Jingchi ; Peng, Cheng ; Zhu, Ning.
    In: LSE Research Online Documents on Economics.
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  25. Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence. (2019). Zhai, Pengxiang ; Cai, Huan ; Deng, Chengtao ; Ma, Rufei .
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  26. Shaping photovoltaic array output to align with changing wholesale electricity price profiles. (2019). Osullivan, Francis M ; Brown, Patrick R.
    In: Applied Energy.
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  27. Variation margins, fire sales, and information-constrained optimality. (2018). Hoerova, Marie ; Heider, Florian ; Biais, Bruno.
    In: Working Paper Series.
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  28. A Review of Chinas Institutions. (2018). Allen, Franklin ; Qian, Meijun.
    In: CEPR Discussion Papers.
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  29. Variation margins, fire sales, and information-constrained optimality. (2018). Biais, Bruno ; Hoerova, Marie ; Heider, Florian.
    In: CEPR Discussion Papers.
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