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.

Podrobná bibliografie
Hlavní autor: Chen, Joseph
Další autoři: Hong, Harrison, Stein, Jeremy C.
Médium: Kniha
Jazyk:English
Vydáno: Cambridge National Bureau of Economic Research 2000.
Edice:NBER working paper series no.7687
Témata:
Stock price forecasting > United States.
Financial crises > Forecasting. > United States.