Mean reversion in international stock markets : an empirical analysis of the 20th century
Laura Spierdijk, Jacob A. Bikker, Pieter van den Hoek
| Year of publication: |
2012
|
|---|---|
| Authors: | Spierdijk, Laura ; Bikker, Jacob A. ; Van den Hoek, Pieter |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 31.2012, 2, p. 228-249
|
| Subject: | Schätzung | Estimation | Aktienmarkt | Stock market | Mean Reversion | Mean reversion | Welt | World | Effizienzmarkthypothese | Efficient market hypothesis | Industrieländer | Industrialized countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009631646