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Mean Reversion
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Balvers, Ronald J.
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Journal of empirical finance
International journal of theoretical and applied finance
11
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8
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The journal of futures markets
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Working paper / National Bureau of Economic Research, Inc.
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Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
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2
Momentum and mean reversion across national equity markets
Balvers, Ronald J.
;
Wu, Yangru
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 24-48
Persistent link: https://www.econbiz.de/10003278622
Saved in:
3
Mean reversion of industry stock returns in the U.S. : 1926 - 1998
Gropp, Jeffrey
- In:
Journal of empirical finance
11
(
2004
)
4
,
pp. 537-551
Persistent link: https://www.econbiz.de/10002145264
Saved in:
4
The power and size of mean reversion tests
Daniel, Kent
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 493-535
Persistent link: https://www.econbiz.de/10001655351
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