Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices

✍ Scribed by Joseph Chen; Harrison Hong; Jeremy C Stein

• Book ID: 114221221
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 229 KB
• Volume: 61
• Category: Article
• ISSN: 0304-405X
• DOI: 10.1016/s0304-405x(01)00066-6