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Mean Reversion and Momentum: A...
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Baharumshah, Ahmad Zubaidi
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Applied economics
Journal of Property Investment & Finance
187
The journal of real estate finance and economics
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Property Management
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Journal of Corporate Real Estate
69
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55
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Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
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2
Growth and value hybrid valuation model based on mean reversion
Yeh, I-Cheng
;
Lien, Che-hui
- In:
Applied economics
49
(
2017
)
50
,
pp. 5092-5116
Persistent link: https://www.econbiz.de/10011844893
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3
Assessing the mean reversion behaviour of fiscal policy : the perspective of Asian countries
Evan Lau
;
Baharumshah, Ahmad Zubaidi
- In:
Applied economics
41
(
2009
)
13/15
,
pp. 1939-1949
Persistent link: https://www.econbiz.de/10003862774
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4
Are Asian real exchange rates mean reverting? : evidence from univariate and panel LM unit root tests with one and two structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2109-2120
Persistent link: https://www.econbiz.de/10003589711
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5
A heterogeneous model of disposition effect
Hung, Mao-Wei
;
Yu, Hsiao-yuan
- In:
Applied economics
38
(
2006
)
18
,
pp. 2147-2157
Persistent link: https://www.econbiz.de/10003385844
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6
Mean reversion in bilateral real exchange rates : evidence from Malaysian ringgit
Baharumshah, Ahmad Zubaidi
;
Soon, Siew-voon
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 2921-2933
Persistent link: https://www.econbiz.de/10009616395
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7
Testing mean reversion in target-zone exchange rates
Cavaliere, Giuseppe
- In:
Applied economics
37
(
2005
)
20
,
pp. 2335-2347
Persistent link: https://www.econbiz.de/10003221534
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8
Forecasting profitability and earnings : a study of the UK market (1982 - 2000)
Allen, David E.
;
Salim, H. M.
- In:
Applied economics
37
(
2005
)
17
,
pp. 2009-2018
Persistent link: https://www.econbiz.de/10003143078
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9
Uncertainty and switching in the mortgage market
Gondat-Larralde, Céline
;
Strobel, Frank
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 3068-3073
Persistent link: https://www.econbiz.de/10010192319
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10
Valuing investment projects under interest rate risk : empirical evidence from European firms
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Applied economics
49
(
2017
)
56
,
pp. 5662-5672
Persistent link: https://www.econbiz.de/10011845287
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