Are European equity style indexes mean reverting? : Testing the validity of the efficient market hypothesis
Year of publication: |
2004
|
---|---|
Other Persons: | Berneburg, Marian (contributor) |
Institutions: | Institut für Wirtschaftsforschung Halle (contributor) |
Publisher: |
Halle : Inst. für Wirtschaftsforschung |
Subject: | Börsenkurs | Share price | Aktienindex | Stock index | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Westeuropa | Western Europe | Random Walk | Random walk | Mean Reversion | Mean reversion | 1969-2004 |
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