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

, , and . Journal of Financial Economics, 61 (3): 345--381 (September 2001)

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Firms as buyers of last resort, , and . Journal of Financial Economics, 88 (1): 119--145 (April 2008)Breadth of ownership and stock returns, , and . Journal of Financial Economics, (2002)Do industries lead stock markets?, , and . Journal of Financial Economics, 83 (2): 367--396 (February 2007)The price of sin: The effects of social norms on markets, and . Journal of Financial Economics, 93 (1): 15-36 (April 2009)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices, , and . Journal of Financial Economics, 61 (3): 345--381 (September 2001)