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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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On the sustainability of the EU's current account deficits
Holmes, Mark J. (contributor); Otero, Jesús G. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428262
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Combining mean reversion and momentum trading strategies in foreign exchange markets
Serban, Alina F. - 2009
Persistent link: https://www.econbiz.de/10003975273
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Momentum effects in country equity indices
Muller, C.; Ward, M. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 34 (2010) 1, pp. 111-127
Persistent link: https://www.econbiz.de/10003980099
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Combining mean reversion and momentum trading strategies in foreign exchange markets
Serban, Alina F. - In: Journal of banking & finance 34 (2010) 11, pp. 2720-2727
Persistent link: https://www.econbiz.de/10008858842
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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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Evidence for time-dependent structures in financial data series over long timescales : opportunities for dynamic market risk allocation
Coutts, Julian - In: The journal of asset management 8 (2007/08) 3, pp. 152-160
Persistent link: https://www.econbiz.de/10003543568
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Hedging mean-reverting commodities
Broll, Udo; Clark, Ephraim; Lukas, Elmar - In: IMA journal of management mathematics 21 (2010) 1, pp. 19-26
Persistent link: https://www.econbiz.de/10003984167
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The dynamics of comparative advantage
Hanson, Gordon H.; Lind, Nelson; Muendler, Marc-Andreas - 2015
This paper characterizes the dynamic empirical properties of country export capabilities in order to inform modelling of the long-run behavior of comparative advantage. The starting point for our analysis is two strong empirical regularities in international trade that have previously been...
Persistent link: https://www.econbiz.de/10011392498
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Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Trotz jahrzehntelanger Forschung zur Gültigkeit der Hypothese informationseffizienter Kapitalmärkte (EMH) sind wesentliche damit verbundene Fragestellungen noch immer ungeklärt. Eine ist diejenige nach der Existenz und der Erklärung von zeitvariablen Überrenditen ("Time Varying Excess...
Persistent link: https://www.econbiz.de/10011402080