Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	36-61
Journal	Journal of Financial Econometrics
Volume	15
Issue number	1
DOIs	https://doi.org/10.1093/jjfinec/nbw009
Publication status	Published - 2016

Access to Document

@article{469ac504a6bd4050aad3b3e6313d4750,

title = "Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns",

author = "M. Gong and M. Lin and R.C.J. Zwinkels",

year = "2016",

doi = "10.1093/jjfinec/nbw009",

language = "English",

volume = "15",

pages = "36--61",

journal = "Journal of Financial Econometrics",

issn = "1479-8409",

publisher = "Oxford University Press",

number = "1",

}