Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
| Year of publication: |
2001
|
|---|---|
| Authors: | Chen, Joseph ; Hong, Harrison ; Stein, Jeremy C. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 61.2001, 3, p. 345-381
|
| Publisher: |
Elsevier |