000			02270cam a2200337 a 4500
003			EG-GiCUC
005			20250223032906.0
008			220101s2021 ua d f m 000 0 eng d
040			_aEG-GiCUC _beng _cEG-GiCUC
041	0		_aeng
049			_aDeposite
097			_aPh.D
099			_aCai01.05.01.Ph.D.2021.Ab.R
100	0		_aAbdelrahman Mostafa Ibrahim Mostafa
245	1	0	_aReviewing unsystematic risk : _bFirm-level crash risk evidence from Egypt / _cAbdelrahman Mostafa Ibrahim Mostafa ; Supervised Khairy A. Elgiziry
246	1	5	_aدراسة المخاطر غير المنتظمة : _bالأدلة على مخاطر المنظمات المصرية
260			_aCairo : _bAbdelrahman Mostafa Ibrahim Mostafa , _c2021
300			_a101 , (35) Leaves : _bcharts ; _c30cm
500			_aThe author on title page is Abdelrahman M. Selmy
502			_aThesis (Ph.D.) - Cairo University - Faculty of Commerce- Department of Business Administration
520			_aWhen it comes to extreme movements in the stock market, the more abrupt ones of them are drops in price, ergo, stock-price crash. Financial economists have long viewed stock price dynamics as tied up to new information releases, especially, firm-specific information. Firm-specific risk, the portion unexplained by the market factor has raised much controversy.Toward that end, this study directly tests if the financial reporting opacity and asymmetric disclosure of corporate news are trivial for firm-level crash risk assessment.The study employed sample data from the Egyptian capital market, which defines a setting dominated lately by firm-level crashes. Results demonstrated that Egyptian capital market is drastically afflicted and overwhelmed by financial reporting opacity and information asymmetry pervasiveness.This study sheds the light on how firms operating in settings of poor financial reporting practices and asymmetric corporate disclosures are more prone to crash
530			_aIssued also as CD
653		4	_aFirm-level crash
653		4	_aOpaqueness
653		4	_aUnsystematic risk
700	0		_aKhairy A. Elgiziry , _eSupervior
856			_uhttp://172.23.153.220/th.pdf
905			_aNazla _eRevisor
905			_aShimaa _eCataloger
942			_2ddc _cTH
999			_c83753 _d83753