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Hong, Harrison.
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Differnces of opinion, rational arbitrage and market crashes
.
by
Hong, Harrison.
; Cambridge: National Bureau of Economic Research, 1999.
Subject:
Stock exchanges and current events -- Econometric models
;
Financial crises -- Econometric models
;
Contagion (Social psychology) -- Economic aspects -- Econometric models
;
Stocks -- -- Prices -- Econometric models
;
Information measurement -- Economic aspects -- Econometric models
.
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Relevance: 18.66%
A unified theory of underreaction, momentum trading and overreaction in asset markets
.
by
Hong, Harrison
; Cambridge: National Bureau of Economic Research, 1997.
Subject:
Capital investments -- Econometric models
;
Prices -- Econometric models
.
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Relevance: 15.17%
Forecasting crashes : trading volume, past returns and conditional skewnes in stock prices /^cJoseph Chen, Harrison Hong and Jeremy C. Stein
.
by
Chen, Joseph.
; Cambridge: National Bureau of Economic Research, 2000.
Subject:
Stock price forecasting -- United States
;
Financial crises -- United States -- Forecasting
.
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Relevance: 11.80%
Bad newes travels slowly : size, analyst coverage and the profitability of momentum strategies
.
by
Stein, Jeremy C.
; Cambridge: National Bureau of Economic Research, 1998.
Subject:
Stocks -- Prices
.
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Relevance: 11.80%
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