Mean Reversion in Industry Stock Price
碩士 === 元智大學 === 財務金融研究所 === 91 === The existing literature suggests that mean reversion is difficult to be detected possibly due to the lack of a reliably long time series or neglecting the fundamental value path. In this study, we focus on examining mean reversion for industry indices of eighteen...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18173414624424686180 |