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.

Bibliographic Details
Main Author: Chen, Joseph
Other Authors: Hong, Harrison, Stein, Jeremy C.
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 2000.
Series:NBER working paper series no.7687
Subjects:
Stock price forecasting > United States.
Financial crises > Forecasting. > United States.