Mean-reverting behavior of stock returns : evidence from a panel of Asian and Pacific Basin countries
Year of publication: |
1999
|
---|---|
Authors: | Chowdhury, Abdur R. |
Published in: |
Journal of the Asia Pacific economy. - Abingdon : Routledge Taylor & Francis Group, ISSN 1354-7860, ZDB-ID 1355204-1. - Vol. 4.1999, 3, p. 431-445
|
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Ostasien | East Asia | 1982-1995 |
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