How Does Stochastic Basis Change Mean Reversion? A Study on Bermudan Swaptions

2013 ◽  
Author(s):  
Gaspar D. Montesinos ◽  
Eulogio Cuesta Yustas
Keyword(s):  
Mean Reversion ◽  
Stochastic Basis ◽  
Basis Change ◽  
Bermudan Swaptions

Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies

CFA Digest ◽  
2000 ◽  
Vol 30 (4) ◽  
pp. 64-65
Author(s):  
Roger Ignatius
Keyword(s):  
Stock Markets ◽  
Mean Reversion ◽  
Investment Strategies

Learning and Mean Reversion in Asset Returns

CFA Digest ◽  
2000 ◽  
Vol 30 (3) ◽  
pp. 56-57
Author(s):  
William H. Sackley
Keyword(s):  
Mean Reversion ◽  
Asset Returns

Nonlinear Mean Reversion in Stock Prices

CFA Digest ◽  
2008 ◽  
Vol 38 (4) ◽  
pp. 37-38
Author(s):  
Michael Kobal
Keyword(s):  
Stock Prices ◽  
Mean Reversion ◽  
Nonlinear Mean Reversion

Dynamic Mean Reversion Of Stock Prices :, Evidence From Amman Stock Exchange

2018 ◽  
pp. 57
Author(s):  
ديما وليد حنا الربضي
Keyword(s):  
Stock Prices ◽  
Stock Exchange ◽  
Mean Reversion ◽  
Amman Stock Exchange

Mean Reversion of the Trading Volume

2019 ◽  
Vol 32 (2) ◽  
pp. 149-186
Author(s):  
Mhin Kang ◽  
◽  
Joon Chae
Keyword(s):  
Trading Volume ◽  
Mean Reversion

Super Mean Reversion

2017 ◽  
Author(s):  
Shlomo Zilca
Keyword(s):  
Mean Reversion
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