Nonlinear mean reversion in stock prices: evidence from Asian markets

Author： Lim Kian-Ping   Liew Venus Khim-Sen  

Publisher： Routledge Ltd

ISSN： 1744-6546

Source： Applied Financial Economics Letters, Vol.3, Iss.1, 2007-01, pp. : 25-29

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Nonlinear mean reversion in the G7 stock markets

By Kim Hyeongwoo   Stern Liliana   Stern Michael  

Applied Financial Economics, Vol. 19, Iss. 5, 2009-03 ,pp. : 347-355

Routledge Ltd

Access to resources Recommend Favorite

Nonlinear mean-reversion in Southeast Asian real exchange rates

By Choi Doo-Yull   Kim Bong-Han   Kim See-Won  

Applied Financial Economics, Vol. 21, Iss. 19, 2011-10 ,pp. : 1409-1421

Routledge Ltd

Access to resources Recommend Favorite

Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets

By Narayan Paresh Kumar   Smyth Russell  

Applied Financial Economics Letters, Vol. 2, Iss. 1, 2006-01 ,pp. : 1-7

Routledge Ltd

Access to resources Recommend Favorite

Untangling the non-linear causal nexus between exchange rates and stock prices: New evidence from the OECD countries

By Chen Shyh-Wei   Chen Tzu-Chun  

Journal of Economic Studies, Vol. 39, Iss. 2, 2012-05 ,pp. : 231-259

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Day of the week effect in emerging Asian stock markets: evidence from the GARCH model

By CHOUDHRY TAUFIQ  

Applied Financial Economics, Vol. 10, Iss. 3, 2000-06 ,pp. : 235-242

Routledge Ltd

Access to resources Recommend Favorite