2001
Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
Joseph S. Chen, Harrison G. Hong, Jeremy C. Stein
Journal of Financial EconomicsTop-listed
2k
cites
Faculty
Joseph S. Chen is a Finance scholar at University of California, Davis. Research spans Banking stability, regulation, efficiency, Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling. 33 works, 10k citations (h-index 22).
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Position · University of California Davis
Joseph S. Chen, Harrison G. Hong, Jeremy C. Stein
Journal of Financial EconomicsTop-listed
Journal of Financial EconomicsTop-listed
Joseph S. Chen, Harrison G. Hong, Ming Huang, Jeffrey D. Kubik
American Economic ReviewTop-listed