Mean-reversion risk and the random walk hypothesis
C. Kenneth Jones
| Year of publication: |
2023
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|---|---|
| Authors: | Jones, C. Kenneth |
| Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 41.2023, 4, p. 493-516
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| Subject: | additive market noise | calendar anomalies | frequency domain digital signal processing | long horizon risk | mean-reversion risk | Risiko | Risk | Börsenkurs | Share price | Random Walk | Random walk | Theorie | Theory | Portfolio-Management | Portfolio selection | Kalendereffekt | Calendar effect | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/rfe.1184 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014431296