The Mean reversion Behavior of Taiwanese Industrial Group Stock Indices
碩士 === 樹德科技大學 === 金融保險研究所 === 94 === Abstract Since the development of stock markets, there have been many academic literatures indicating the phenomenon of “stock price mean reversion”. The origin of mean reversion was from many scholars’ questions if the stock prices follow a random walk model. On...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/00199817977606740714 |