Narrow search
Showing 1 - 10 of 206
Cover Image
Mean reversion in stock market volatility
Dueker, Michael - 1994
Persistent link: https://www.econbiz.de/10000897039
Cover Image
Mean reversion at the Dutch stock exchange?
Groenendijk, Aart A. - 1993
Persistent link: https://www.econbiz.de/10000860988
Cover Image
An equilibrium theory of excess volatility and mean reversion in stock market prices
Marcus, Alan J. - 1989
Persistent link: https://www.econbiz.de/10000774913
Cover Image
Is there conditional mean reversion in stock returns?
Ho, Chia-Cheng; Sears, R. Stephen - In: Quarterly journal of business and economics : QJBE 45 (2006) 3/4, pp. 91-112
Persistent link: https://www.econbiz.de/10003417910
Cover Image
Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests
Narayan, Paresh Kumar; Smyth, Russell - In: Journal of international financial markets, … 17 (2007) 2, pp. 152-166
Persistent link: https://www.econbiz.de/10003441591
Cover Image
Half-life bias correction and the G7 stock markets
Kim, Hyeongwoo; Stern, Liliana V.; Stern, Michael L. - In: Economics letters 109 (2010) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10008806716
Cover Image
Threshold mean reversion in stock prices
Jawadi, Fredj - In: Risk management and value : valuation and asset price, (pp. 477-493). 2008
Persistent link: https://www.econbiz.de/10003686202
Cover Image
Nonlinear mean reversion in stock prices
Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of banking & finance 32 (2008) 5, pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
Cover Image
An empirical study of momentum and reversal in United States equity market
Jun, Wang - 2005
Persistent link: https://www.econbiz.de/10003384691
Cover Image
Nonlinear mean reversion in stock prices : evidence from Asian markets
Lim, Kian-Ping; Liew, Venus Khim-sen - In: Applied financial economics letters 3 (2007) 1, pp. 25-29
Persistent link: https://www.econbiz.de/10003540134