Short-Horizon Asymmetric Mean-Reversion and Overreactions: Evidence from the Nordic Stock Markets
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More about this item
Keywordsasymmetric mean-reversion; overreactions; nonlinearity; exponential GARCH in mean; Nordic stock markets;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-08-08 (All new papers)
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