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Mean Reversion in Stock Prices : Implications for Long-Term Investors
Spierdijk, Laura - 2012
This paper discusses the implications of mean reversion in stock prices for long-term investors such as pension funds. We start with a general definition of a mean-reverting price process and explain how mean reversion in stock prices is related to mean reversion in stock returns. Subsequently,...
Persistent link: https://www.econbiz.de/10013107332
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Misspecification of the Panzar-Rosse model : assessing competition in the banking industry
Bikker, Jacob A.; Spierdijk, Laura; Finnie, Paul - 2006
Persistent link: https://www.econbiz.de/10003377891
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Mean reversion in stock prices : implications for long-term investors
Spierdijk, Laura; Bikker, Jacob A. - In: Pension fund economics and finance : efficiency, …, (pp. 119-139). 2018
Persistent link: https://www.econbiz.de/10011818669
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An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura - In: Journal of empirical finance 11 (2004) 2, pp. 163-184
Persistent link: https://www.econbiz.de/10001880919
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An extended gravity model with substitution applied to international trade
Bikker, Jacob A. - 2009
Persistent link: https://www.econbiz.de/10003865207
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Classification techniques in quantitative comparative research: a meta-comparison
Nijkamp, Peter; Rietveld, Piet; Spierdijk, Laura - In: Spatial economic science : new frontiers in theory and …, (pp. 102-124). 2000
Persistent link: https://www.econbiz.de/10001509381
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Classification techniques in quantitative comparative research : a meta-comparison
Nijkamp, Peter; Rietveld, Piet; Spierdijk, Laura - 1999
Persistent link: https://www.econbiz.de/10001436826
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Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
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The price impact of trades in illuquid stocks in periods of high and low market activity
Spierdijk, Laura (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659719
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An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660994