Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon
Year of publication: |
2003
|
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Authors: | Nam, Kiseok ; Pyun, Chong Soo ; Kim, Sei-Wan |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 13.2003, 5, p. 481-502
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Publisher: |
Elsevier |
Saved in:
Online Resource
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