Mean reversion: an investigation from Karachi stock exchange sectors
This article analyses the sectors of Karachi stock exchange in order to determine if there is any presence of mean reversion phenomenon in the stock market sectors and also an attempt to determine the pace of mean reversion. To conduct this research, secondary data is collected from the State Bank...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2016-06-01
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| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | http://journals.vgtu.lt/index.php/TEDE/article/view/735 |