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.

Библиографические подробности
Главный автор: Chen, Joseph
Другие авторы: Hong, Harrison, Stein, Jeremy C.
Формат: ‌
Язык:English
Опубликовано: Cambridge National Bureau of Economic Research 2000.
Серии:NBER working paper series no.7687
Предметы:
Stock price forecasting > United States.
Financial crises > Forecasting. > United States.