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Mean Reversion and Momentum: A...
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Nieuwerburgh, Stijn van
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International review of financial analysis
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International journal of strategic property management
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Pacific-Basin finance journal
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Journal of Risk and Financial Management
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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131
Optimal dividend policy with mean-reverting cash reservoir
Cadenillas, Abel
;
Sarkar, Sudipto
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10003543111
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132
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
Saved in:
133
Disaggregate real exchange rate behaviour
Fazio, Giorgio
(
contributor
);
McAdam, Peter
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003519883
Saved in:
134
Cross hedging within a log mean reverting model
Njoh, Samuel
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 887-914
Persistent link: https://www.econbiz.de/10003564685
Saved in:
135
Mobility and mean reversion in the dynamics of regional inequality
Beenstock, Michael
;
Felzenshtain, Daniyel
- In:
International regional science review
30
(
2007
)
4
,
pp. 335-361
Persistent link: https://www.econbiz.de/10003561002
Saved in:
136
Mean-reversion and long memory in the stock market indexes of some Latin American countries
Gil-Alaña, Luis A.
- In:
Latin American business review : journal of the …
8
(
2007
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10003504382
Saved in:
137
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
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138
The law of one price : evidence from the transitional economy of China
Fan, Chengze Simon
;
Wei, Xiangdong
- In:
The review of economics and statistics
88
(
2006
)
4
,
pp. 682-697
Persistent link: https://www.econbiz.de/10003393426
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139
The impact of mean reversion of bank profitability on post-merger performance in the banking industry
Knapp, Morris
;
Gart, Alan
;
Chaudhry, Mukesh
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3503-3517
Persistent link: https://www.econbiz.de/10003394500
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140
Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling
Wild, Phillip
;
Foster, John
;
Hinich, Melvin J.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 88-110
Persistent link: https://www.econbiz.de/10003981218
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