Mean reversions in major developed stock markets : recent evidence from unit root, spectral and abnormal return studies
Year of publication: |
2022
|
---|---|
Authors: | Nguyen, James ; Li, Wei-Xuan ; Chen, Clara Chia Sheng |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 4, Art.-No. 162, p. 1-20
|
Subject: | abnormal returns | efficient market hypothesis | spectral analysis | unit root | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Aktienmarkt | Stock market |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15040162 [DOI] hdl:10419/274684 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A GARCH model for testing market efficiency
Narayan, Paresh Kumar, (2016)
-
Camba, Abraham C. <Jr>, (2020)
-
Testing of consistent trends in stock performance in the Nairobi securities exchange
Ndegwa, James N., (2015)
- More ...
-
Nguyen, James, (2022)
-
Li, Wei-Xuan, (2022)
-
The effects of corporate governance on credit ratings : the role of corporate social responsibility
Lin, Cho-Min, (2020)
- More ...