Are Korean industry-sorted portfolios mean reverting?
Year of publication: |
June 2016
|
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Authors: | Moon, Seongman |
Published in: |
East Asian economic review. - Sejong-si : Korea Institute for International Economic Policy, ISSN 2508-1640, ZDB-ID 2866615-X. - Vol. 20.2016, 2, p. 169-190
|
Subject: | Mean Reverting | Panel Variance Ratio Tests | Efficient Market Hypothesis | Industry-sorted Stock Price Indexes | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Mean Reversion | Mean reversion | Südkorea | South Korea | Random Walk | Random walk | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Schätzung | Estimation |
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