Mean reversion in international stock markets: An empirical analysis of the 20th century
نویسندگان
چکیده
منابع مشابه
Mean Reversion in Stock Index Futures Markets: a Nonlinear Analysis
written while he was a Visiting Scholar at the Federal Reserve Bank of St. Louis. The authors are grateful to Abhay Abhyankar, Bernard Dumas, Mark Taylor, and Dick van Dijk for useful conversations or comments on previous drafts. The usual disclaimer applies, meaning that the authors alone are responsible for any errors that may remain and for the views expressed in the paper. *Correspondence a...
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ژورنال
عنوان ژورنال: Journal of International Money and Finance
سال: 2012
ISSN: 0261-5606
DOI: 10.1016/j.jimonfin.2011.11.008