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Mean reversion in Southeast Asian stock markets

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Author Info
Malliaropulos, Dimitrios
Priestley, Richard

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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 6 (1999)
Issue (Month): 4 (October)
Pages: 355-384
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Handle: RePEc:eee:empfin:v:6:y:1999:i:4:p:355-384

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  1. Yuanchen Chang, 2004. "A re-examination of variance-ratio test of random walks in foreign exchange rates," Applied Financial Economics, Taylor and Francis Journals, vol. 14(9), pages 671-679, June. [Downloadable!] (restricted)
  2. Graflund, Andreas, 2000. "A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Working Papers 2000:8, Lund University, Department of Economics, revised 09 Nov 2000. [Downloadable!]
  3. Ian Garrett & Mark Kamstra & Lisa Kramer, 2004. "Winter blues and time variation in the price of risk," Working Paper 2004-8, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  4. Dat Bue Lock, 2007. "The Taiwan stock market does follow a random walk," Economics Bulletin, Economics Bulletin, vol. 7(3), pages 1-8. [Downloadable!]
  5. Graflund, Andreas, 2001. "Are the Nordic Stock Markets Mean Reverting?," Working Papers 2001:15, Lund University, Department of Economics. [Downloadable!]
  6. Graflund, Andreas, 2001. "Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998," Working Papers 2001:8, Lund University, Department of Economics. [Downloadable!]
  7. Ehsan Ahmed & Honggang Li & J. Barkley Rosser, 2006. "Nonlinear bubbles in Chinese Stock Markets in the 1990s," Eastern Economic Journal, Eastern Economic Association, vol. 32(1), pages 1-18, Winter. [Downloadable!]
  8. André Farber & Nguyen Van Nam & Quan Hoang Vuong, 2006. "Policy Impacts on Vietnam Stock Market: A Case of Anomalies and Disequilibria 2000-2006," Working Papers CEB 06-005.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
  9. Eduardo Jose Araújo Lima & Benjamin Miranda Tabak, 2004. "Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore," Applied Economics Letters, Taylor and Francis Journals, vol. 11(4), pages 255-258, March. [Downloadable!] (restricted)
  10. Andreas Graflund, 2000. "A Bayes Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Econometric Society World Congress 2000 Contributed Papers 1363, Econometric Society. [Downloadable!]
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