Profitable mean reversion after large price drops : a story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices
Year of publication: |
2011
|
---|---|
Authors: | Dunis, Christian ; Laws, Jason ; Rudy, Jozef |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 12.2011, 3, p. 185-202
|
Subject: | Wertpapierhandel | Securities trading | Finanzanalyse | Financial analysis | Zeit | Time | USA | United States | 2000-2010 |
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