مرکز منطقه ای اطلاع رساني علوم و فناوري - Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices

Title of article :

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

Author/Authors :

Joseph Chen، نويسنده , , Harrison Hong، نويسنده , , Jeremy C. Stein، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

345

To page :

381

Keywords :

skewness , trading volume , crashes

Journal title :

Journal of Financial Economics

Serial Year :

2001

Journal title :

Journal of Financial Economics

Record number :

257502

Link To Document :