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~person:"Kyle, Albert S."
~person:"Pástor, Ľuboš"
~person:"Stein, Jeremy C."
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Kyle, Albert S.
Pástor, Ľuboš
Stein, Jeremy C.
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ECONIS (ZBW)
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1
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
Saved in:
2
Larges bets and stock market crashes
Kyle, Albert S.
;
Obizhaeva, Anna A.
-
2016
Persistent link: https://www.econbiz.de/10011633486
Saved in:
3
Forecasting Crashes :
Trading
Volume
, Past Returns and Conditional Skewness in Stock Prices
Chen, Joseph
-
2010
pronounced in stocks that have experienced: 1) an increase in
trading
volume
relative to trend over the prior six months; and 2 …
Persistent link: https://www.econbiz.de/10012763325
Saved in:
4
Forecasting crashes :
trading
volume
, past returns and conditional skewness in stock prices
Chen, Joseph
;
Hong, Harrison G.
;
Stein, Jeremy C.
-
2000
Persistent link: https://www.econbiz.de/10001474371
Saved in:
5
Forecasting Crashes :
Trading
Volume
, Past Returns and Conditional Skewness in Stock Prices
Chen, Joseph
-
2000
pronounced in stocks that have experienced: 1) an increase in
trading
volume
relative to trend over the prior six months; and 2 …
Persistent link: https://www.econbiz.de/10012471074
Saved in:
6
Forecasting crashes:
trading
volume
, past returns, and conditional skewness in stock prices
Cheng, Zhenyi
;
Hong, Harrison G.
;
Stein, Jeremy C.
- In:
Journal of financial economics
61
(
2001
)
3
,
pp. 345-381
Persistent link: https://www.econbiz.de/10001596508
Saved in:
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