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Potential gains from predicting the timing of stock market persistence and mean reversion
Hsieh, Heng-Hsing - In: Investment management and financial innovations 10 (2013) 3, pp. 55-67
Persistent link: https://www.econbiz.de/10010201509
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Asymmetric mean reversion in low liquid markets : evidence from BRVM
Gbenro, Nathaniel; Moussa, Richard Kouamé - In: Journal of risk and financial management : JRFM 12 (2019) 1/38, pp. 1-19
This paper analyzes the mean reversion property on the west African stock market (in French, Bourse Régionale des Valeurs Mobilières BRVM). For this purpose, we use two daily indices: (i) the composite index (BRVMC) and (ii) the index of the 10 most liquid assets (BRVM10) collected from 3...
Persistent link: https://www.econbiz.de/10012022315
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Very long term equity investment strategies : real stock prices and mean reversion
Ap Gwilym, Owain; Seaton, James; Thomas, Stephen - In: The journal of investing 17 (2008) 2, pp. 15-23
Persistent link: https://www.econbiz.de/10003758515
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Momentum and contrarian investing beyond CRSP and TAQ
Moerschen, Tobias; Schiereck, Dirk - In: Journal of business and economic perspectives 31 (2005) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10003324673
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Do Asian stock markets follow a random walk? : evidence from LM unit root tests with one or two structural breaks
Hooi Hooi Lean; Smyth, Russell - In: Review of Pacific Basin financial markets and policies 10 (2007) 1, pp. 15-31
Persistent link: https://www.econbiz.de/10003463385
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Short-horizon asymmetric mean-reversion and overreactions : evidence from the Nordic stock markets
Kulp-Tåg, Sofie (contributor) - 2007
Persistent link: https://www.econbiz.de/10003437447
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Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428295
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Mean reversion in international stock markets : an empirical analysis of the 20th Century
Spierdijk, Laura; Bikker, Jacob A.; Hoek, Pieter van den - 2010
Persistent link: https://www.econbiz.de/10003954433
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A comparison of variance ratio tests of random walk : a case of Asian emerging stock markets
Hoque, Hafiz A. A. B.; Kim, Jae H.; Pyun, Chong-soo - In: International review of economics & finance : IREF 16 (2007) 4, pp. 488-502
Persistent link: https://www.econbiz.de/10003613179
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Does the Tunisian stock market overreact?
Hammami, Fatma; Abaoub, Ezzeddine - In: Risk management and value : valuation and asset price, (pp. 437-462). 2008
Persistent link: https://www.econbiz.de/10003686200