Navigating Stock Price Crashes

June 21, 2015

What stocks are more likely to experience crashes?

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“We then turn to the central topic of forecasting stock price crashes. Previous research has identified a number of characteristics that forecast stock price crashes, including abnormally high share turnover, low book-to-market ratio, high short interest, low accounting quality and high growth expectations. We distill this research to identify a parsimonious set of crash predictors.”

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Link to Article

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http://ssrn.com