Profitable mean reversion after large price drops : a story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices
Christian L. Dunis; Jason Laws; Jozef Rudy
| Year of publication: |
2011
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| Authors: | Dunis, Christian L. ; Laws, Jason ; Rudy, Jozef |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 12.2011, 3, p. 185-202
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871103