1

Mean Reversion in Stock Prices: Tests Using Duration Models

Year:
1995
Language:
english
File:
PDF, 1.14 MB
english, 1995
2

Duration dependence in the US stock market cycle: a parametric approach

Year:
1995
Language:
english
File:
PDF, 716 KB
english, 1995
4

Can purchasing power parity help forecast the dollar?

Year:
1995
Language:
english
File:
PDF, 654 KB
english, 1995
10

NEW EVIDENCE ON PREDICTABILITY IN WORLD EQUITY MARKETS

Year:
1995
Language:
english
File:
PDF, 497 KB
english, 1995
15

Predictable components in exchange rates

Year:
1995
Language:
english
File:
PDF, 1.04 MB
english, 1995
17

International Evidence on the Predictability of Stock Returns

Year:
1993
Language:
english
File:
PDF, 926 KB
english, 1993
20

Mean Reversion in Stock Prices: An Error‐Correction Approach

Year:
1995
Language:
english
File:
PDF, 487 KB
english, 1995