Mean Reversion in International Stock Markets : An Empirical Analysis of the 20th Century
Year of publication: |
2012
|
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Authors: | Spierdijk, Laura |
Other Persons: | Bikker, Jacob Antoon (contributor) ; van den Hoek, Pieter (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Aktienmarkt | Stock market | Mean Reversion | Mean reversion | Welt | World | Effizienzmarkthypothese | Efficient market hypothesis | Industrieländer | Industrialized countries |
Extent: | 1 Online-Ressource (35 p) |
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Series: | Netspar Discussion Paper ; No. 03/2010-009 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 24, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1625721 [DOI] |
Classification: | C23 - Models with Panel Data ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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