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Mean reversion and momentum in Central and Eastern European countries : a case study on Poland and Romania

Klein, Alina F.; Klein, Rudolf F. - In: International journal of economics and finance 11 (2019) 1, pp. 129-139

Persistent link: https://www.econbiz.de/10011962542

Stein, Harvey J.; Pozharny, Jacob - In: Risks : open access journal 10 (2022) 10, pp. 1-10

observed to exhibit short term price reversals and long term momentum, while their industries only exhibit momentum. Here we …

Persistent link: https://www.econbiz.de/10013555665

Leveraged investments and agency conflicts when cash flows are mean reverting

Glover, Kristoffer J.; Hambusch, Gerhard - In: Journal of economic dynamics & control 67 (2016), pp. 1-21

Persistent link: https://www.econbiz.de/10011708382

Momentum trading, mean reversal and overreaction in Chinese stock market

Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323

Persistent link: https://www.econbiz.de/10009301286

Momentum and mean reversion in regional housing markets : evidence from variance ratio tests

Oikarinen, Elias; Schindler, Felix - In: International journal of strategic property management 19 (2015) 3, pp. 220-234

Persistent link: https://www.econbiz.de/10011544976

Nonrandom price movements

Madan, Dilip B.; Wang, King - In: Finance research letters 17 (2016), pp. 103-109

Persistent link: https://www.econbiz.de/10011596246

Risk assessment of generation investment

Su, J; Wu, FF - 2005

This paper proposes an improved approach to risk assessment of generation investment in the new deregulated environment using the option pricing theory. A more realistic model for electricity price in the application of real option pricing method for generation asset valuation is proposed, which...

Persistent link: https://www.econbiz.de/10009471372

Is there a scientific basis for accounting? : implications for practice, research, and education

Basu, Sudipta - In: Journal of international accounting research 14 (2015) 2, pp. 235-265

Persistent link: https://www.econbiz.de/10011429489

Modeling electricity spot prices : combining mean reversion, spikes, and stochastic volatility

Mayer, Klaus; Schmid, Thomas; Weber, Florian - In: The European journal of finance 21 (2015) 4/6, pp. 292-315

Persistent link: https://www.econbiz.de/10010528197

Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective

Shen, Xin; Holmes, Mark J. - In: Applied economics letters 21 (2014) 1/3, pp. 189-195

Persistent link: https://www.econbiz.de/10010239896

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