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Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Trotz jahrzehntelanger Forschung zur Gültigkeit der Hypothese informationseffizienter Kapitalmärkte (EMH) sind wesentliche damit verbundene Fragestellungen noch immer ungeklärt. Eine ist diejenige nach der Existenz und der Erklärung von zeitvariablen Überrenditen ("Time Varying Excess...
Persistent link: https://www.econbiz.de/10011402080
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Are Korean industry-sorted portfolios mean reverting?
Moon, Seongman - In: East Asian economic review 20 (2016) 2, pp. 169-190
Persistent link: https://www.econbiz.de/10011525919
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Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
Neaime, Simon - In: Finance research letters 13 (2015), pp. 74-80
Persistent link: https://www.econbiz.de/10011552396
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Mean reversion in stock prices of seven Asian stock markets : unit root test and stationary test with Fourier functions
Wang, Juan; Zhang, Dongxiang; Zhang, Jian - In: International review of economics & finance : IREF 37 (2015), pp. 157-164
Persistent link: https://www.econbiz.de/10011538307
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Mean reversion in international markets : evidence from G.A.R.C.H. and half-life volatility models
Ahmed, Rizwan Raheem; Vveinhardt, Jolita; … - In: Economic research 31 (2018) 1,2, pp. 1198-1217
Persistent link: https://www.econbiz.de/10012391404
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A new method based on range to detect mean reversion
Shaik, Muneer; Maheswaran, S. - In: IIMB management review 32 (2020) 2, pp. 208-216
Persistent link: https://www.econbiz.de/10012489711
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A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier; Zakamulin, Valeriy - In: Economic modelling 122 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.; Infante, Juan; Martín-Valmayor, … - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
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The prevalence of price overreactions in the cryptocurrency market
Borgards, Oliver; Czudaj, Robert - In: Journal of international financial markets, … 65 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012495784
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Stock market predictability 2000-2014 : the effect of the great recession
Michail, Nektarios A. - In: International journal of banking, accounting and finance 10 (2019) 2, pp. 162-180
Persistent link: https://www.econbiz.de/10012051125