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~subject:"Financial analysis"
~type_genre:"Article in journal"
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Search: subject_exact:"Mean-reverting process"
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Mean Reversion
261
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261
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76
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52
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52
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49
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ECONIS (ZBW)
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1
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:
2
Mean reversion of the ibovespa price-earnings ratios
Amorim, Daniel Penido de Lima
;
Camargos, Marcos Antônio de
- In:
Latin American business review
21
(
2020
)
4
,
pp. 327-352
Persistent link: https://www.econbiz.de/10012387722
Saved in:
3
Pairs trading techniques : an empirical contrast
Carrasco Blázquez, Mario
;
Cruz, Ma del Carmen de la …
- In:
European research on management and business economics
24
(
2018
)
3
,
pp. 160-167
Persistent link: https://www.econbiz.de/10012051701
Saved in:
4
Optimal purchasing of deferred income annuities when payout yields are mean-reverting
Huang, Huaxiong
;
Milevsky, Moshe Arye
;
Young, Virginia R.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 327-361
Persistent link: https://www.econbiz.de/10011778596
Saved in:
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
Saved in:
6
Potential gains from predicting the timing of stock market persistence and mean reversion
Hsieh, Heng-Hsing
- In:
Investment management and financial innovations
10
(
2013
)
3
,
pp. 55-67
Persistent link: https://www.econbiz.de/10010201509
Saved in:
7
Valuation ratios and stock return predictability in South Africa : is it there?
Gupta, Rangan
;
Modise, Mampho P.
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
)
1
,
pp. 70-82
Persistent link: https://www.econbiz.de/10009620175
Saved in:
8
An empirical analysis of mean reversion of the S&P 500’s P/E ratios
Becker, Ralf
;
Lee, Junsoo
;
Gup, Benton E.
- In:
Journal of economics and finance
36
(
2012
)
3
,
pp. 675-690
Persistent link: https://www.econbiz.de/10009690360
Saved in:
9
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:
10
A two-mean reverting-factor model of the term structure of interest rates
Moreno, Manuel
- In:
The journal of futures markets
23
(
2003
)
11
,
pp. 1075-1105
Persistent link: https://www.econbiz.de/10001795040
Saved in:
11
Portfolio and consumption decisions under mean-reverting returns : an exact solution for complete markets
Wachter, Jessica
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10001661618
Saved in:
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