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An equilibrium theory of excess volatility and mean reversion in stock market prices
Marcus, Alan J. - 1989
Persistent link: https://www.econbiz.de/10000774913
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Can a well-fitted equilibrium asset pricing model produce mean reversion?
Bonomo, Marco Antonio; Garcia, René - 1992
Persistent link: https://www.econbiz.de/10000136222
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Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Keller-Ressel, Martin; Steiner, Thomas - In: Finance and stochastics 12 (2008) 2, pp. 149-172
Persistent link: https://www.econbiz.de/10003716240
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Valuing flexibility : the case of an integrated gasification combined cycle power plant
Abadié Muñoz, Luis María; Chamorro, José-Maria - In: Energy economics 30 (2008) 4, pp. 1850-1881
Persistent link: https://www.econbiz.de/10003745329
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Momentum and mean reversion across national equity markets
Balvers, Ronald J.; Wu, Yangru - In: Journal of empirical finance 13 (2006) 1, pp. 24-48
Persistent link: https://www.econbiz.de/10003278622
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Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze; Koh, Winston T. H.; Ramaswamy, Krishna - In: The journal of fixed income 15 (2006) 4, pp. 20-33
Persistent link: https://www.econbiz.de/10003339377
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Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
Maenhout, Pascal J. - In: Journal of economic theory 128 (2006) 1, pp. 136-163
Persistent link: https://www.econbiz.de/10003335332
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Mechanical mean reversion of leverage ratios
Chen, Long; Zhao, Xinlei - In: Economics letters 95 (2007) 2, pp. 223-229
Persistent link: https://www.econbiz.de/10003460424
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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