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.

Dettagli Bibliografici
Autore principale: Chen, Joseph
Altri autori: Hong, Harrison, Stein, Jeremy C.
Natura: Libro
Lingua:English
Pubblicazione: Cambridge National Bureau of Economic Research 2000.
Serie:NBER working paper series no.7687
Soggetti:
Stock price forecasting > United States.
Financial crises > Forecasting. > United States.