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Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine Chuck - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10003277970
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Cointegration, error correction representation and the import demand function with implications in international finance and accounting research
Arize, Augustine Chuck - In: Review of quantitative finance and accounting 2 (1992) 4, pp. 359-376
Persistent link: https://www.econbiz.de/10001138005
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Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property
Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine C. - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-164
Persistent link: https://www.econbiz.de/10007146001