Nonlinear mean reversion in stock prices : evidence from Asian markets
Kian-Ping Lim and Venus Khim-Sen Liew
| Year of publication: |
2007
|
|---|---|
| Authors: | Lim, Kian-Ping ; Liew, Venus Khim-sen |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 3.2007, 1, p. 25-29
|
| Subject: | Börsenkurs | Share price | Mean Reversion | Mean reversion | Asien | Asia | Effizienzmarkthypothese | Efficient market hypothesis |
| 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/10003540134