Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach

Hyeongwoo Kim and Deockhyun Ryu

Year of publication:	2015
Authors:	Kim, Hyeongwoo ; Ryu, Deockhyun
Publisher:	Auburn, Ala. : Auburn Univ., Dep. of Economics
Subject:	Persistence \| Contrarian Strategy \| Momentum Strategy \| Short Memory in Mean;Short‐Memory in Distribution \| Max Half‐Life \| Portfolio Switching Strategies \| Börsenkurs \| Share price \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Kapitaleinkommen \| Capital income \| Anlageverhalten \| Behavioural finance \| Zeitreihenanalyse \| Time series analysis \| Aktienmarkt \| Stock market

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