Mean reversion in stock market prices : new evidence based on bull and bear markets
Year of publication: |
2010
|
---|---|
Authors: | Cuñado Eizaguirre, Juncal ; Gil-Alaña, Luis A. ; Perez de Gracia, Fernando |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 24.2010, 2, p. 113-122
|
Subject: | Börsenkurs | Share price | Mean Reversion | Mean reversion | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | USA | United States | 1929-2006 |
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