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~subject:"Prognoseverfahren"
~subject:"USA"
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Search: subject_exact:"Mean reversion"
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1
What moves shipping markets? : a variance decomposition of price-charter ratios
Lee, Hyun-Tak
;
Yun, Heesung
- In:
Maritime policy & management
49
(
2022
)
7
,
pp. 1027-1042
Persistent link: https://www.econbiz.de/10013532013
Saved in:
2
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
3
Horizon effects and adverse selection in health insurance markets
Darmouni, Olivier
;
Zeltzer, Dan
- In:
The Canadian journal of economics : the journal of the …
55
(
2022
)
2
,
pp. 800-827
Persistent link: https://www.econbiz.de/10013348802
Saved in:
4
Modelling the Shiller CAPE ratio, mean reversion, and return forecasts
Waser, Otto
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 155-171
Persistent link: https://www.econbiz.de/10012423072
Saved in:
5
Features of overreactions in the cryptocurrency market
Borgards, Oliver
;
Czudaj, Robert
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 31-48
Persistent link: https://www.econbiz.de/10012655182
Saved in:
6
A new method based on range to detect mean reversion
Shaik, Muneer
;
Maheswaran, S.
- In:
IIMB management review
32
(
2020
)
2
,
pp. 208-216
Persistent link: https://www.econbiz.de/10012489711
Saved in:
7
Financial statement analysis : a review and current issues
Jackson, Andrew
- In:
China finance review international
12
(
2022
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012880133
Saved in:
8
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
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9
Fiscal policy and debt management with incomplete markets
Bhandari, Anmol
;
Evans, David
;
Golosov, Michail Ju.
; …
- In:
The quarterly journal of economics
132
(
2017
)
2
,
pp. 617-663
Persistent link: https://www.econbiz.de/10012029644
Saved in:
10
Credit-market sentiment and the business cycle
López-Salido, José David
;
Stein, Jeremy C.
; …
- In:
The quarterly journal of economics
132
(
2017
)
3
,
pp. 1373-1426
Persistent link: https://www.econbiz.de/10012029720
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