Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property

✍ Scribed by Kiseok Nam; Sei-Wan Kim; Augustine. C. Arize

• Book ID: 106516186
• Publisher: Springer US
• Year: 2006
• Tongue: English
• Weight: 198 KB
• Volume: 26
• Category: Article
• ISSN: 0924-865X
• DOI: 10.1007/s11156-006-7213-0