Momentum and mean reversion across national equity markets
Ronald J. Balvers; Yangru Wu
| Year of publication: |
2006
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|---|---|
| Authors: | Balvers, Ronald J. ; Wu, Yangru |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 13.2006, 1, p. 24-48
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| Subject: | Mean Reversion | Mean reversion | CAPM | Portfolio-Investition | Foreign portfolio investment | Theorie | Theory | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003278622