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~subject:"USA"
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Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
2
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
3
Revisiting mean reversion in profitability and earnings : evidence from India (2007-2020)
Kumar, Jitender
;
Kavya, T. B.
;
Bagga, Amit
;
Uma, S.
; …
- In:
Managerial finance
49
(
2023
)
5
,
pp. 906-931
Persistent link: https://www.econbiz.de/10014252596
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4
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
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5
The profitability of pair trading strategy in stock markets : evidence from Toronto stock exchange
Haddad, GholamReza Keshavarz
;
Talebi, Hassan
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 193-207
Persistent link: https://www.econbiz.de/10014253174
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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
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7
Contrarian profits and representativeness heuristic in the MENA stock markets
Boussaidi, Ramzi
;
Al Saggaf, Majid Ibrahim
- In:
Journal of behavioral and experimental economics
97
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013398017
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8
Mean reversion in international markets : evidence from G.A.R.C.H. and half-life volatility models
Ahmed, Rizwan Raheem
;
Vveinhardt, Jolita
; …
- In:
Economic research
31
(
2018
)
1,2
,
pp. 1198-1217
Persistent link: https://www.econbiz.de/10012391404
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9
Is factor momentum greater than stock momentum?
Falck, Antoine
;
Rej, Adam
;
Thesmar, David
- In:
The journal of investment strategies
10
(
2021
)
4
,
pp. 43-68
Persistent link: https://www.econbiz.de/10014335802
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10
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
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