Mean reversion in international stock markets : an empirical analysis of the 20th Century
Year of publication: |
2010
|
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Authors: | Spierdijk, Laura ; Bikker, Jacob A. ; Hoek, Pieter van den |
Publisher: |
Amsterdam |
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Mean Reversion | Mean reversion | Schätzung | Estimation | Industrieländer | Industrialized countries | Welt | World | 1900-2008 |
Extent: | 31 S. graph. Darst. |
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Series: | DNB working paper. - Amsterdam : DNB, ZDB-ID 2176464-5. - Vol. 247 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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