The data is sourced from the CSMAR database, covering violation records of companies listed on the Shanghai and Shenzhen stock exchanges from 2015 to 2020, focusing on five types of financial fraud: f
S3 Short Interest Enhanced Risk Analytics & Securities Financing Data • Access the only independent Short Interest and Securities Finance data set available. Use this data to understand bearish bets,
The objective of this paper was to investigate the intensity and the pattern of tail price risk spillovers in the US beef and pork industries. To this end, it estimates CoVaR functions for directly li
