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.

Bibliographische Detailangaben
1. Verfasser: Chen, Joseph
Weitere Verfasser: Hong, Harrison, Stein, Jeremy C.
Format: Buch
Sprache:English
Veröffentlicht: Cambridge National Bureau of Economic Research 2000.
Schriftenreihe:NBER working paper series no.7687
Schlagworte:
Stock price forecasting > United States.
Financial crises > Forecasting. > United States.