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Credit expansion and neglected crash risk
Matthew Baron,
Wei Xiong
Economics
Bendheim Center for Finance
Research output
:
Contribution to journal
›
Article
›
peer-review
133
Scopus citations
Overview
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Keyphrases
Crash Risk
100%
Credit Expansion
100%
Bank Credit
42%
Bank Equity
42%
Dividend Yield
42%
Bank Stock Returns
28%
Excess Returns
14%
Strong Predictor
14%
Equity Indices
14%
Developing Economies
14%
Percentile Threshold
14%
Equity Investors
14%
Equity Market Sentiment
14%
95th Percentile
14%
Overoptimism
14%
Economics, Econometrics and Finance
Capital Market Returns
100%
Investors
50%