Mean reversion across national stock markets and parametric contrarian investment strategies
Year of publication: |
2000
|
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Authors: | Balvers, Ronald J. ; Wu, Yangru ; Gilliland, Erik |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 55.2000, 2, p. 745-772
|
Subject: | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Portfolio-Investition | Foreign portfolio investment | Portfolio-Management | Portfolio selection | Industrieländer | Industrialized countries | Welt | World | 1968-1996 |
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