Author of the publication

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

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

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Academic freedom, private-sector focus, and the process of innovation, , and . The RAND Journal of Economics, 39 (3): 617--635 (2008)Breadth of ownership and stock returns, , and . Journal of Financial Economics, (2002)Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach, and . Journal of Financial Economics, 47 (1): 55--82 (January 1998)Prices and trading volume in the housing market. NBER working paper series Nat. Bureau of Economic Research, Cambridge, Mass., (1993)An adverse selection model of bank asset and liability management with implications for the transmission of monetary policy. NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1995)Internal versus external capital markets, , and . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)The impact of monetary policy on bank balance sheets, and . NBER working paper series Nat. Bureau of Economic Research, Cambridge, Mass., (1994)How risky is the debt in highly leveraged transactions?, and . Journal of Financial Economics, 27 (1): 215--245 (September 1990)Convertible bonds as backdoor equity financing. Journal of Financial Economics, 32 (1): 3--21 (August 1992)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices, , and . Journal of Financial Economics, 61 (3): 345--381 (September 2001)