Forecasting crashes
Subtitle: trading volume, past returns and conditional skewness in stock prices
By: Joseph Chen, Harrison Hong, Jeremy C. Stein.
Contributors: Hong, Harrison G.; Stein, Jeremy C.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 7687; Working paper series (National Bureau of Economic Research) -- working paper no. 7687.
Publisher: National Bureau of Economic Research
Published: 2000
Place of publication: Cambridge, MA
Language: eng
Number of pages: 47
Subjects: Stock price forecasting -- United States.; Financial crises -- United States -- Forecasting.
Other titles: Trading volume, past returns and conditional skewness in stock prices.
Notes: "May 2000."

JEL no. G12, G14.

Includes bibliographical references (p. 33-36).

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Electronic version available via the Internet at the NBER World Wide Web site.