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

Journal of Financial Economics

Volumn 61, Issue 3, 2001, Pages 345-381

  Chen, Joseph ^a   Hong, Harrison ^a   Stein, Jeremy C ^b  

^a STANFORD UNIVERSITY   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

Crashes; G12; G14; Skewness; Trading volume

Indexed keywords

EID: 0000218139     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(01)00066-6     Document Type: Article

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