Asymmetric mean reversion of stock returns
Year of publication: |
2022
|
---|---|
Authors: | Mukherji, Sandip |
Published in: |
American journal of finance and accounting. - Genève : Inderscience Enterprises, ISSN 1752-7775, ZDB-ID 2454263-5. - Vol. 7.2022, 1, p. 53-70
|
Subject: | asymmetric and symmetric | block bootstrap | large-cap stocks | mean reversion | small-cap stocks | stock returns | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Mean Reversion | Mean reversion |
-
Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Shen, Xin, (2014)
-
Potential gains from predicting the timing of stock market persistence and mean reversion
Hsieh, Heng-Hsing, (2013)
-
Goulding, Christian L., (2024)
- More ...
-
Relations Between Stock Returns and Fundamental Variables: Evidence from a Segmented Market
Dhatt, Manjeet S., (1999)
-
An analysis of analysts' projected gains
Jeong, Jin-Gil, (2008)
-
Relations between portfolio returns and market multiples
Barbee, William C. <jun.>, (2008)
- More ...