Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
Top Cited Papers
- 1 September 2001
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 61 (3) , 345-381
- https://doi.org/10.1016/s0304-405x(01)00066-6
Abstract
No abstract availableKeywords
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