Are European equity style indexes mean reverting? : testing the validity of the efficient market hypothesis
Marian Berneburg
| Year of publication: |
2004
|
|---|---|
| Authors: | Berneburg, Marian |
| Publisher: |
Halle : Inst. für Wirtschaftsforschung |
| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Aktienindex | Stock index | Schätzung | Estimation | Börsenkurs | Share price | Mean Reversion | Mean reversion | Westeuropa | Western Europe | Random Walk | Random walk |
| Description of contents: | Description [iwh-halle.de] |
| Extent: | 34 S. graph. Darst. b |
|---|---|
| Series: | Diskussionspapiere / Institut für Wirtschaftsforschung Halle. - Halle, S. : IWH, ISSN 1860-5303, ZDB-ID 1236902-0. - Vol. 193 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 32 - 34 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002206855