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~source:"econis"
~subject:"CAPM"
~type_genre:"Article in journal"
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Mean reversals and stock market overreactions : further evidence from India
Saji, T. G.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
4
,
pp. 467-477
Persistent link: https://www.econbiz.de/10014331571
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2
The commodities/equities beta term-structure
Oglend, Atle
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014335245
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3
Asset pricing with mean reversion : the case of ships
Moutzouris, Ioannis C.
;
Nomikos, Nikos K.
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012221061
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4
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
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5
Growth and value hybrid valuation model based on mean reversion
Yeh, I-Cheng
;
Lien, Che-hui
- In:
Applied economics
49
(
2017
)
50
,
pp. 5092-5116
Persistent link: https://www.econbiz.de/10011844893
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6
Control of price acceptability under the univariate Vasicek model
Dang-Nguyen, S.
;
Rakotondratsimba, Y.
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011587732
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7
Marking to two-price markets
Madan, Dilip B.
- In:
The journal of asset management
17
(
2016
)
2
,
pp. 100-118
Persistent link: https://www.econbiz.de/10011442967
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