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Momentum effects and mean reve...
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1
Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-chiang
;
Lee, Cheng-Feng
;
Lee, Chi-Chuan
- In:
Economic modelling
42
(
2014
),
pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
Saved in:
2
Mean reversion in G-10 nominal exchange rates
Sweeney, Richard J.
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
3
,
pp. 685-708
Persistent link: https://www.econbiz.de/10003374655
Saved in:
3
Detecting mean reversion in real exchange rates from a multiple regime STAR model
Bec, Frédérique
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002574193
Saved in:
4
Higher power tests for bilateral failure of PPP after 1973
Elliott, Graham
(
contributor
);
Pesavento, Elena
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002751305
Saved in:
5
Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 65-98)
.
2019
Persistent link: https://www.econbiz.de/10012127933
Saved in:
6
Capital structure mean reversion : a comparison between Chinese state-owned and private firms
Ahsan, Tanveer
;
Rub, Abdur
- In:
Global business & economics review
19
(
2017
)
6
,
pp. 687-695
Persistent link: https://www.econbiz.de/10011953593
Saved in:
7
The stability of the covariances of international property share returns
Eichholtz, Piet
- In:
The journal of real estate research
11
(
1996
)
2
,
pp. 149-158
Persistent link: https://www.econbiz.de/10001208735
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8
Commercial real estate return performance : a cross-country analysis
Ling, David C.
;
Naranjo, Andy
- In:
The journal of real estate finance and economics
24
(
2002
)
1/2
,
pp. 119-142
Persistent link: https://www.econbiz.de/10001653031
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9
Mean reversion of the ibovespa price-earnings ratios
Amorim, Daniel Penido de Lima
;
Camargos, Marcos Antônio de
- In:
Latin American business review
21
(
2020
)
4
,
pp. 327-352
Persistent link: https://www.econbiz.de/10012387722
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10
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
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