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.

Bibliografski detalji
Glavni autor: Chen, Joseph
Daljnji autori: Hong, Harrison, Stein, Jeremy C.
Format: Knjiga
Jezik:English
Izdano: Cambridge National Bureau of Economic Research 2000.
Serija:NBER working paper series no.7687
Teme:
Stock price forecasting > United States.
Financial crises > Forecasting. > United States.