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.

Bibliografiska uppgifter
Huvudupphovsman: Chen, Joseph
Övriga upphovsmän: Hong, Harrison, Stein, Jeremy C.
Materialtyp: Bok
Språk:English
Publicerad: Cambridge National Bureau of Economic Research 2000.
Serie:NBER working paper series no.7687
Ämnen:
Stock price forecasting > United States.
Financial crises > Forecasting. > United States.