E/P mean reversion-based strategies for investment practice : evidence from the Taiwan market
Yan-Ting Lin, Shang-Chi Gong, Sou-Shan Wu, and Tsung-Pei Lee
| Year of publication: |
2012
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|---|---|
| Authors: | Lin, Yan-ting ; Gong, Shang-chi ; Wu, Sou-shan ; Lee, Tsung-pei |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 48.2012, 1, p. 117-131
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| Subject: | E/P ratio | investment strategy | mean reversion | time series analysis | Taiwan | Finanzanalyse | Financial analysis | Mean Reversion | Mean reversion | Zeitreihenanalyse | Time series analysis | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009620166