Work

Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns

Year: 2018

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2018.10.005

Authors: Jeewon Jang, Jangkoo Kang

Institutions: Ajou University, Korea Advanced Institute of Science and Technology

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Ministry of Education, National Research Foundation of Korea

Award: G1911080200

OpenAlex ID: W2896842797

FWCI: 8.269

Cites: 64

Cited by: 89

Related to: 10