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Deviations and mean reversion to purchasing power parity in the Asian currency crisis of 1997
Razzaghipour, Alipasha; Fleming, Grant A.; Heaney, … - In: Applied economics 33 (2001) 9, pp. 1093-1100
Persistent link: https://www.econbiz.de/10001595336
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Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing; Lin, Yucheng; Wang, Sijia - In: Applied economics 55 (2023) 56, pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
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Mean-reversion in closed-end fund discount : evidence from half-life
Ji, Philip Inyeob; Kim, Sangbae - In: Applied economics 45 (2013) 31/33, pp. 4503-4515
Persistent link: https://www.econbiz.de/10010225051
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Mean reversion in bilateral real exchange rates : evidence from Malaysian ringgit
Baharumshah, Ahmad Zubaidi; Soon, Siew-voon - In: Applied economics 44 (2012) 22/24, pp. 2921-2933
Persistent link: https://www.econbiz.de/10009616395
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A heterogeneous model of disposition effect
Hung, Mao-Wei; Yu, Hsiao-yuan - In: Applied economics 38 (2006) 18, pp. 2147-2157
Persistent link: https://www.econbiz.de/10003385844
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Assessing the mean reversion behaviour of fiscal policy : the perspective of Asian countries
Evan Lau; Baharumshah, Ahmad Zubaidi - In: Applied economics 41 (2009) 13/15, pp. 1939-1949
Persistent link: https://www.econbiz.de/10003862774
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Are Asian real exchange rates mean reverting? : evidence from univariate and panel LM unit root tests with one and two structural breaks
Hooi Hooi Lean; Smyth, Russell - In: Applied economics 39 (2007) 16/18, pp. 2109-2120
Persistent link: https://www.econbiz.de/10003589711
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Testing mean reversion in target-zone exchange rates
Cavaliere, Giuseppe - In: Applied economics 37 (2005) 20, pp. 2335-2347
Persistent link: https://www.econbiz.de/10003221534
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Forecasting profitability and earnings : a study of the UK market (1982 - 2000)
Allen, David E.; Salim, H. M. - In: Applied economics 37 (2005) 17, pp. 2009-2018
Persistent link: https://www.econbiz.de/10003143078
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Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.; Vuillermet, N. - In: Applied economics 48 (2016) 1/3, pp. 165-177
Persistent link: https://www.econbiz.de/10011412618