Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century
Year of publication: |
2006-03
|
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Authors: | ANNAERT, J. ; HYFTE, W. VAN |
Institutions: | Faculteit Economie en Bedrijfskunde, Universiteit Gent |
Subject: | Brussels Stock Exchange | Financial Market History | Market Efficiency | Univariate Stock Return Predictability |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 46 pages |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; N23 - Europe: Pre-1913 |
Source: |
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