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Dependence and mean reversion in stock prices: The case of the MENA region

  • Assaf, A.
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    File URL: http://www.sciencedirect.com/science/article/pii/S0275-5319(05)00042-5
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    Article provided by Elsevier in its journal Research in International Business and Finance.

    Volume (Year): 20 (2006)
    Issue (Month): 3 (September)
    Pages: 286-304

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    Handle: RePEc:eee:riibaf:v:20:y:2006:i:3:p:286-304
    Contact details of provider: Web page: http://www.elsevier.com/locate/ribaf

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