Are European equity style indexes mean reverting? : Testing the validity of the efficient market hypothesis
Marian Berneburg
| Year of publication: |
2004
|
|---|---|
| Other Persons: | Berneburg, Marian (contributor) |
| Institutions: | Institut für Wirtschaftsforschung Halle (contributor) |
| Publisher: |
Halle : Inst. für Wirtschaftsforschung |
| Subject: | Börsenkurs | Share price | Aktienindex | Stock index | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Westeuropa | Western Europe | Random Walk | Random walk | Mean Reversion | Mean reversion | 1969-2004 |
freely available
| Extent: | Online-Ressource (Text, 203 KB) |
|---|---|
| Series: | IWH-Diskussionspapiere. - Halle, S. : IWH, ISSN 2194-2188, ZDB-ID 2125062-5. - Vol. 193 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Parallel als Buch-Ausg. erschienen Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002235565