搜索结果: 1-1 共查到“理论经济学 Trading volume”相关记录1条 . 查询时间(0.039 秒)
Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
Crashes Trading volume Skewness
font style='font-size:12px;'>
2014/3/18
We develop a series of cross-sectional regression specifications to forecast skewness in the daily returns of individual stocks. Negative skewness is most pronounced in stocks that have experien...