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Empirical evidence on bitcoin returns and portfolio value

Mukherji, Sandip - In: The international journal of business and finance … 13 (2019) 2, pp. 71-81

Persistent link: https://www.econbiz.de/10012160223

Mean reversion of abnormal stock returns

Mukherji, Sandip - In: The journal of wealth management 14 (2011/12) 4, pp. 122-129

Persistent link: https://www.econbiz.de/10009507048

Are stock returns still mean-reverting?

Mukherji, Sandip - In: Review of financial economics : RFE 20 (2011) 1, pp. 22-27

Persistent link: https://www.econbiz.de/10009009702

Predicting market risk premiums with historical patterns

Mukherji, Sandip - In: The journal of investing : JOI 32 (2023) 6, pp. 96-107

Persistent link: https://www.econbiz.de/10014422332

Asymmetric mean reversion of stock returns

Mukherji, Sandip - In: American journal of finance and accounting 7 (2022) 1, pp. 53-70

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