Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Hyeongwoo Kim, Deockhyun Ryu
| Year of publication: |
December 2015
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|---|---|
| Authors: | Kim, Hyeongwoo ; Ryu, Deockhyun |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 51.2015, p. 227-241
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| 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 | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.07.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475887