Mean reversion of short-horizon stock returns : asymmetry property
Year of publication: |
2006
|
---|---|
Authors: | Nam, Kiseok ; Kim, Sei-Wan ; Arize, Augustine Chuck |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 26.2006, 2, p. 137-163
|
Subject: | Kapitaleinkommen | Capital income | Rationale Erwartung | Rational expectations | Risikoprämie | Risk premium | USA | United States | Mean Reversion | Mean reversion | 1962-2003 |
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