STOCK PRICE CRASH RISK AND CYBERSECURITY EXPOSURE

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dc.contributor.authorToken, Akmaral
dc.date.accessioned2023-12-27T06:00:01Z
dc.date.available2023-12-27T06:00:01Z
dc.date.issued2022-12-14
dc.description.abstractPrior literature attributes stock price crash risk to managers hiding or personally absorbing firm-specific negative information from investors. Managers hide information in the 10-K reports which lead to stock price crashes once that information is made public. This paper studies the impact of the cybersecurity disclosure in the annual financial report on the stock price crash risk. The analyzed data covers the period from 2000 to 2021. A firm-level measure of cybersecurity risk is then added to the regression model. Following Kim et al. (2019), we document that a strong association between cybersecurity risk and crash risk exists.en_US
dc.identifier.citationToken, A. (2022). Stock price crash risk and cybersecurity exposure. Nazarbayev University, Graduate School of Businessen_US
dc.identifier.urihttp://nur.nu.edu.kz/handle/123456789/7559
dc.language.isoenen_US
dc.publisherNazarbayev University, Graduate School of Businessen_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectType of access: Restricteden_US
dc.subjectstock priceen_US
dc.subjectcrash risken_US
dc.subjectcybersecurityen_US
dc.titleSTOCK PRICE CRASH RISK AND CYBERSECURITY EXPOSUREen_US
dc.typeMaster's thesisen_US
workflow.import.sourcescience

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