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.

Bibliografiske detaljer
Hovedforfatter: Chen, Joseph
Andre forfattere: Hong, Harrison, Stein, Jeremy C.
Format: Bog
Sprog:English
Udgivet: Cambridge National Bureau of Economic Research 2000.
Serier:NBER working paper series no.7687
Fag:
Stock price forecasting > United States.
Financial crises > Forecasting. > United States.