Forecasting crashes: trading volume, past returns and conditional skewness in stock prices
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
2000
|
| Series: | NBER working paper series
7687 |
| Subjects: | |
| Links: | http://papers.nber.org/papers/w7687.pdf |
| Physical Description: | 47 S. 22 cm |
Staff View
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| id | DE-604.BV013306378 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T10:44:53Z |
| institution | BVB |
| language | English |
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| physical | 47 S. 22 cm |
| publishDate | 2000 |
| publishDateSearch | 2000 |
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| spelling | Chen, Joseph Verfasser (DE-588)131562134 aut Forecasting crashes trading volume, past returns and conditional skewness in stock prices Joseph Chen ; Harrison Hong ; Jeremy C. Stein Cambridge, Mass. 2000 47 S. 22 cm txt rdacontent n rdamedia nc rdacarrier NBER working paper series 7687 Financial crises United States Forecasting Stock price forecasting United States USA Hong, Harrison G. Verfasser (DE-588)12477170X aut Stein, Jeremy C. 1960- Verfasser (DE-588)124771726 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.> NBER working paper series 7687 (DE-604)BV002801238 7687 http://papers.nber.org/papers/w7687.pdf kostenfrei Volltext |
| spellingShingle | Chen, Joseph Hong, Harrison G. Stein, Jeremy C. 1960- Forecasting crashes trading volume, past returns and conditional skewness in stock prices Financial crises United States Forecasting Stock price forecasting United States |
| title | Forecasting crashes trading volume, past returns and conditional skewness in stock prices |
| title_auth | Forecasting crashes trading volume, past returns and conditional skewness in stock prices |
| title_exact_search | Forecasting crashes trading volume, past returns and conditional skewness in stock prices |
| title_full | Forecasting crashes trading volume, past returns and conditional skewness in stock prices Joseph Chen ; Harrison Hong ; Jeremy C. Stein |
| title_fullStr | Forecasting crashes trading volume, past returns and conditional skewness in stock prices Joseph Chen ; Harrison Hong ; Jeremy C. Stein |
| title_full_unstemmed | Forecasting crashes trading volume, past returns and conditional skewness in stock prices Joseph Chen ; Harrison Hong ; Jeremy C. Stein |
| title_short | Forecasting crashes |
| title_sort | forecasting crashes trading volume past returns and conditional skewness in stock prices |
| title_sub | trading volume, past returns and conditional skewness in stock prices |
| topic | Financial crises United States Forecasting Stock price forecasting United States |
| topic_facet | Financial crises United States Forecasting Stock price forecasting United States USA |
| url | http://papers.nber.org/papers/w7687.pdf |
| volume_link | (DE-604)BV002801238 |
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