A Study on Mean Reversion and Parametric Contrarian Investment Strategies across National Stock Markets
碩士 === 國立中興大學 === 財務金融學系 === 93 === The purpose of this study is to discuss whether the mean reversion exists across national stock markets. In this paper, the panel unit roots are used to examine MSCI equity index of 18 developed countries from 1969 to 2004. From the results of panel unit root test...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/05523081402077097298 |