Overreaction of Dow stocks
G Smith - Cogent Economics & Finance, 2016 - Taylor & Francis
Several studies have found mean reversion in monthly stock returns over long horizons.
However, these studies can be challenged for several reasons, including the neglect or …
However, these studies can be challenged for several reasons, including the neglect or …
Regression to the Mean: Fiscal Capacity and Tax Reform in Indonesia
H Iswahyudi - Available at SSRN 4742205, 2024 - papers.ssrn.com
Regression to the mean is a common, ubiquitous phenomenon and a misunderstanding of
this phenomenon might lead policy-makers to misinterpret future fiscal challenges. This …
this phenomenon might lead policy-makers to misinterpret future fiscal challenges. This …
[PDF][PDF] On the Mean Reversion of Capital Structures in Valuation Methodologies
CK Jørgensen - 2020 - research.cbs.dk
Resumé Formålet med denne afhandling er at undersøge den ofte anvendte antagelse i
værdiansættelser at firmaers kapitalstruktur, over tid, vil bevæge sig mod et gennemsnit og …
værdiansættelser at firmaers kapitalstruktur, over tid, vil bevæge sig mod et gennemsnit og …