مرکز منطقه ای اطلاع رساني علوم و فناوري - Mean reversion in Southeast Asian stock markets

Title of article :

Mean reversion in Southeast Asian stock markets

Author/Authors :

Dimitrios Malliaropulos، نويسنده , , Richard Priestley، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1999

Pages :

From page :

355

To page :

384

Keywords :

Partial integration , Emerging markets , Bootstrap , predictability , Efficiency , Time-varyingexpected returns

Journal title :

Journal of Empirical Finance

Serial Year :

1999

Journal title :

Journal of Empirical Finance

Record number :

130651

Link To Document :