Pages that link to "Item:Q4213057"
From MaRDI portal
The following pages link to Mean Reversion in Stock Prices: Implications from a Production Based Asset Pricing Model (Q4213057):
Displaying 7 items.
- Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks (Q991161) (← links)
- MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES (Q3022070) (← links)
- ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA (Q3393940) (← links)
- Volatility and stock prices: Implications from a production model of asset pricing (Q5940744) (← links)
- A new definition for time-dependent price mean reversion in commodity markets (Q5940889) (← links)
- A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (Q5957838) (← links)
- Portfolio selection with contrarian strategy (Q6549582) (← links)