Forecasting crashes : trading volume, past returns and conditional skewnes in stock prices /^cJoseph Chen, Harrison Hong and Jeremy C. Stein.

Forecasting crashes : trading volume, past returns and conditional skewnes in stock prices /^cJoseph Chen, Harrison Hong and Jeremy C. Stein.

Bibliografiset tiedot
Päätekijä: Chen, Joseph
Muut tekijät: Hong, Harrison, Stein, Jeremy C.
Aineistotyyppi: Kirja
Kieli:English
Julkaistu: Cambridge National Bureau of Economic Research 2000.
Sarja:NBER working paper series no.7687
Aiheet:
Stock price forecasting > United States.
Financial crises > Forecasting. > United States.