Are European equity style indexes mean reverting? : testing the validity of the efficient market hypothesis
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] |
-
Berneburg, Marian, (2004)
-
Are Korean industry-sorted portfolios mean reverting?
Moon, Seongman, (2016)
-
Are Korean industry-sorted portfolios mean reverting?
Moon, Seongman, (2016)
- More ...
-
Gefahr für die Konjunktur? US-Immobilienmarkt
Berneburg, Marian, (2007)
-
Berneburg, Marian, (2003)
-
Berneburg, Marian, (2004)
- More ...