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subject:"Aktienmarkt"
~person:"Ap Gwilym, Owain"
~person:"Haddad, GholamReza Keshavarz"
~person:"Neaime, Simon"
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Aktienmarkt
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6
Mean Reversion
5
Mean reversion
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MENA countries
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Ap Gwilym, Owain
Haddad, GholamReza Keshavarz
Neaime, Simon
Spierdijk, Laura
4
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2
Bikker, Jacob A.
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Bikker, Jacob Antoon
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Gil-Alaña, Luis A.
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ECONIS (ZBW)
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1
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
Saved in:
2
Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
Neaime, Simon
- In:
Finance research letters
13
(
2015
),
pp. 74-80
Persistent link: https://www.econbiz.de/10011552396
Saved in:
3
Recent assessments on mean reversion in the Middle East stock markets
Hakim, Sam R.
;
Neaime, Simon
- In:
Stock market volatility
,
(pp. 557-569)
.
2009
Persistent link: https://www.econbiz.de/10003830661
Saved in:
4
Very long term equity investment strategies : real stock prices and mean reversion
Ap Gwilym, Owain
;
Seaton, James
;
Thomas, Stephen
- In:
The journal of investing
17
(
2008
)
2
,
pp. 15-23
Persistent link: https://www.econbiz.de/10003758515
Saved in:
5
Mean-reversion across MENA stock markets : implications for derivative pricing
Hakim, Sam R.
;
Neaime, Simon
- In:
International journal of business
8
(
2003
)
3
,
pp. 347-358
Persistent link: https://www.econbiz.de/10001787598
Saved in:
6
Mean-reversion across MENA stock markets : implications for portfolio allocations
Hakim, Sam
;
Neaime, Simon
-
2000
Persistent link: https://www.econbiz.de/10001647036
Saved in:
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