Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon

✍ Scribed by Kiseok Nam; Chong Soo Pyun; Sei-Wan Kim

• Book ID: 117699528
• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 255 KB
• Volume: 13
• Category: Article
• ISSN: 1042-4431
• DOI: 10.1016/s1042-4431(03)00019-2