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Forecasting crashes : trading volume, past returns and conditional skewnes in stock prices /^cJoseph Chen, Harrison Hong and Jeremy C. Stein.
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Chen, Joseph
Published 2000
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Measuring bubble expectations and investor confidence
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Conditioning variables and the cross-section of stock returns
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Economic tracking portfolios
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Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
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Cho, Young-Hye
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CAMPUS
Diliman
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15
DATABASE
Union Catalog (Buklod)
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UNIT LIBRARY
School of Economics
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CLASSIFICATION
H - Social Science
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SUBJECT
Stock price forecasting
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Forecasting
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Prices
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7
Stocks
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Corporations
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Valuation
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Attitudes
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Capital asset pricing model
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Economic conditions
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Rational expectations (Economic theory)
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AUTHOR
Shiller, Robert J.
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Ang, Andrew
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Bekaert, Geert
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Bodnar, Gordon M.
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Campbell, John Y.
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Chan, Konan
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Chan, Louis K. C.
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Chen, Joseph
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Cho, Young-Hye
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Cohen, Randolph
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Ferson, Wayne E.
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Harvey, Campbell R.
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Hong, Harrison
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Jovanovic, Boyan
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Karceski, Jason
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Lakonishok, Josef
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Lamont, Owen
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Liu, Jun
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Llorente, Guillermo
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Lo, Andrew W.
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Mamaysky, Harry
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Pastor, Lubos
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Polk, Christopher
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Rousseau, Peter L.
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Stambaugh, Robert F.
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Stein, Jeremy C.
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Vuolteenaho, Tuomo
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Wang, Jiang
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Wong, M.H. Franco
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RESOURCE TYPE
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LANGUAGE
English
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