Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
Year of publication: |
2001
|
---|---|
Authors: | Cheng, Zhenyi ; Hong, Harrison G. ; Stein, Jeremy C. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 61.2001, 3, p. 345-381
|
Subject: | skewness | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Prognose | Forecast | USA | United States |
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