Mean reversion in international stock markets: An empirical analysis of the 20th century
| Year of publication: |
2012
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|---|---|
| Authors: | Spierdijk, Laura ; Bikker, Jacob A. ; van den Hoek, Pieter |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 31.2012, 2, p. 228-250
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