Potential gains from predicting the timing of stock market persistence and mean reversion
Year of publication: |
2013
|
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Authors: | Hsieh, Heng-Hsing |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 10.2013, 3, p. 55-67
|
Subject: | mean reversion | market timing | overreaction hypothesis | technical analysis | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Mean Reversion | Mean reversion | Zeit | Time | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Effizienzmarkthypothese | Efficient market hypothesis |
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