Testing asymmetry in mean reversion based on high and low prices: Evidence from BRICS countries
Author:
Affiliation:
1. Department of Finance IFMR Graduate School of Business SriCity India
Publisher
Wiley
Subject
Political Science and International Relations,Public Administration
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/pa.2443
Reference30 articles.
1. Market Efficiency in Developing African Stock Markets: What Do We Know?
2. Equity market integration between the us and bric countries: Evidence from unit root and cointegration test;An L.;Research Journal of International Studies,2010
3. Mean reversion in stock market prices: New evidence based on bull and bear markets
4. Does the Stock Market Overreact?
5. Permanent and Temporary Components of Stock Prices
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets;Pacific-Basin Finance Journal;2024-09
2. Value-at-risk (VAR) estimation and backtesting during COVID-19: Empirical analysis based on BRICS and US stock markets;Investment Management and Financial Innovations;2022-01-31
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3