Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon

Author： Nam K. Pyun C.S. Kim S.-W.

Publisher： Elsevier

ISSN： 1042-4431

Source： Journal of International Financial Markets, Institutions & Money, Vol.13, Iss.5, 2003-12, pp. : 481-502

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