Three essays on stock returns predictability and trading strategies to exploit it
This thesis is organized in three self-contained projects which model predictability in both advanced and emerging stock markets and attempt to exploit it via construction of appropriate trading strategies. The objectives of this research are: 1) to model mean reversion in developed stock markets an...
| Main Author: | |
|---|---|
| Published: |
City University London
2004
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.412594 |