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Mean Reversion and Momentum: A...
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date (oldest first)
1
Modeling
momentum
and reversals
Stein, Harvey J.
;
Pozharny, Jacob
- In:
Risks : open access journal
10
(
2022
)
10
,
pp. 1-10
observed to exhibit short term price reversals and long term
momentum
, while their industries only exhibit
momentum
. Here we …
Persistent link: https://www.econbiz.de/10013555665
Saved in:
2
Mean reversion and
momentum
in Central and Eastern European countries : a case study on Poland and Romania
Klein, Alina F.
;
Klein, Rudolf F.
- In:
International journal of economics and finance
11
(
2019
)
1
,
pp. 129-139
Persistent link: https://www.econbiz.de/10011962542
Saved in:
3
The real option value of mining operations using mean-reverting commodity prices
Zhang, Kuangyuan
;
Nieto, Antonio
;
Kleit, Andrew N.
- In:
Mineral economics : raw materials report
28
(
2015
)
1/2
,
pp. 11-22
Persistent link: https://www.econbiz.de/10011504671
Saved in:
4
Leveraged investments and agency conflicts when cash flows are mean reverting
Glover, Kristoffer J.
;
Hambusch, Gerhard
- In:
Journal of economic dynamics & control
67
(
2016
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011708382
Saved in:
5
Momentum
trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru
- In:
Review of quantitative finance and accounting
37
(
2011
)
3
,
pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
Saved in:
6
Momentum
and mean reversion in regional housing markets : evidence from variance ratio tests
Oikarinen, Elias
;
Schindler, Felix
- In:
International journal of strategic property management
19
(
2015
)
3
,
pp. 220-234
Persistent link: https://www.econbiz.de/10011544976
Saved in:
7
Nonrandom price movements
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
17
(
2016
),
pp. 103-109
Persistent link: https://www.econbiz.de/10011596246
Saved in:
8
A real options approach to distressed property Borrower-Lender reconciliation
Moore, David J.
;
Ikromov, Nuriddin
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 73-81
Persistent link: https://www.econbiz.de/10011398644
Saved in:
9
To phase or not to phase : quantifying the effect of phasing construction projects
Collan, Mikael
;
Savolainen, Jyrki
- In:
Nordic journal of business : NJB
69
(
2020
)
1
,
pp. 68-90
Persistent link: https://www.econbiz.de/10012305148
Saved in:
10
Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng
;
Lien, Che-Hui
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
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