Showing 1 - 10 of 22
Persistent link: https://www.econbiz.de/10009009702
Persistent link: https://www.econbiz.de/10009507048
Persistent link: https://www.econbiz.de/10012160223
This study investigates asymmetric mean reversion in the real returns of large- and small-cap US stocks for one- to ten-year periods. The return distributions are estimated with 1,000 random block bootstraps of 240-month returns from 1926-2017. Large-cap stock returns show significant asymmetric...
Persistent link: https://www.econbiz.de/10014285874
Persistent link: https://www.econbiz.de/10014422332
Persistent link: https://www.econbiz.de/10003758522
Persistent link: https://www.econbiz.de/10003742493
Persistent link: https://www.econbiz.de/10003911499
Persistent link: https://www.econbiz.de/10008695540
Persistent link: https://www.econbiz.de/10009682248