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.

書誌詳細
第一著者: Chen, Joseph
その他の著者: Hong, Harrison, Stein, Jeremy C.
フォーマット: 図書
言語:English
出版事項: Cambridge National Bureau of Economic Research 2000.
シリーズ:NBER working paper series no.7687
主題:
Stock price forecasting > United States.
Financial crises > Forecasting. > United States.