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.

Detalhes bibliográficos
Autor principal: Chen, Joseph
Outros Autores: Hong, Harrison, Stein, Jeremy C.
Formato: Livro
Idioma:English
Publicado em: Cambridge National Bureau of Economic Research 2000.
Colecção:NBER working paper series no.7687
Assuntos:
Stock price forecasting > United States.
Financial crises > Forecasting. > United States.