Works matching DE "REVERSION"

Results: 80

Are stock returns still mean-reverting?

Published in:

Review of Financial Economics, 2011, v. 20, n. 1, p. 22, doi. 10.1016/j.rfe.2010.08.001

By:

Mukherji, Sandip

Publication type:

Article

THE AFTERMATH OF APPRECIATIONS.

Published in:

Quarterly Journal of Economics, 1999, v. 114, n. 1, p. 229, doi. 10.1162/003355399555990

By:

Goldfajn, Ilan;
Valdés, Rodrigo O.

Publication type:

Article

CREDIBILITY IN EMERGING ECONOMIES: DOES INFLATION TARGETING MATTER?

Published in:

Manchester School (1463-6786), 2011, v. 79, n. 6, p. 1080, doi. 10.1111/j.1467-9957.2010.02213.x

By:

LANZAFAME, MATTEO;
NOGUEIRA JR, REGINALDO P.

Publication type:

Article

MEAN REVERSION OF THE FISCAL CONDUCT IN 24 DEVELOPING COUNTRIES.

Published in:

Manchester School (1463-6786), 2010, v. 78, n. 4, p. 302, doi. 10.1111/j.1467-9957.2009.02140.x

By:

BAHARUMSHAH, AHMAD ZUBAIDI;
LAU, EVAN

Publication type:

Article

PURCHASING POWER PARITY, PRODUCTIVITY DIFFERENTIALS AND NON-LINEARITY.

Published in:

Manchester School (1463-6786), 2009, v. 77, n. 3, p. 271, doi. 10.1111/j.1467-9957.2009.02097.x

By:

WU, JYH-LIN;
CHEN, PEI-FEN;
LEE, CHING-NUN

Publication type:

Article

Momentum and reversion in risk neutral martingale probabilities.

Published in:

Quantitative Finance, 2014, v. 14, n. 5, p. 777, doi. 10.1080/14697688.2014.896999

By:

Madan, Dilip B.

Publication type:

Article

Identifying small mean-reverting portfolios.

Published in:

Quantitative Finance, 2011, v. 11, n. 3, p. 351, doi. 10.1080/14697688.2010.481634

By:

D'Aspremont, Alexandre

Publication type:

Article

THE HULL AND WHITE MODEL OF THE SHORT RATE: AN ALTERNATIVE ANALYTICAL REPRESENTATION.

Published in:

Journal of Financial Research, 2002, v. 25, n. 4, p. 463, doi. 10.1111/1475-6803.00031

By:

Grant, Dwight;
Vora, Gautam

Publication type:

Article

Contesting "Conversion" and "Reversion" among Young Adult Asian American Buddhists.

Published in:

Religions, 2019, v. 10, n. 4, p. 261, doi. 10.3390/rel10040261

By:

Han, Chenxing

Publication type:

Article

The strategic bombing of German cities during World War II and its impact on city growth.

Published in:

Journal of Economic Geography, 2004, v. 4, n. 2, p. 201, doi. 10.1093/jeg/4.2.201

By:

Brakman, Steven;
Garretsen, Harry;
Schramm, Marc

Publication type:

Article

Estimating Reversion Value in Discounted Cash Flow Models.

Published in:

Appraisal Journal, 1987, v. 55, n. 2, p. 191

By:

Lusht, Kenneth M.

Publication type:

Article

The Reversion Risk Ratio: A Method for Ranking Real Estate Investments Using Traditional Appraisal Tools.

Published in:

Appraisal Journal, 1986, v. 54, n. 1, p. 31

By:

Grissom, Terry V.;
Kuhle, James L.

Publication type:

Article

The Central Role of Noise in Evaluating Interventions That Use Test Scores to Rank Schools.

Published in:

American Economic Review, 2005, v. 95, n. 4, p. 1237, doi. 10.1257/0002828054825529

By:

Chay, Kenneth Y.;
McEwan, Patrick J.;
Urquiola, Miguel

Publication type:

Article

Preparing Okinawa for Reversion to Japan: The Okinawa International Ocean Exposition of 1975, the US Military and the Construction State.

Published in:

Asia-Pacific Journal: Japan Focus, 2010, n. 29, p. 2

By:

Blaxell, Vivian

Publication type:

Article

NEW REASONS TO REMEMBER THE ESTATE TAXATION OF REVERSIONS.

Published in:

Real Property, Trust & Estate Law Journal, 2009, v. 44, n. 2, p. 323

By:

Manns, Jr., F. Philip

Publication type:

Article

Purchasing Power Parity Analyzed from a Continuous-Time Model.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2011, v. 15, n. 3, p. 1

By:

Nicolau, João

Publication type:

Article

Some evidence on mean reversion in ex ante real interest...

Published in:

Scottish Journal of Political Economy, 1996, v. 43, n. 2, p. 177, doi. 10.1111/j.1467-9485.1996.tb00672.x

By:

Mossa, Imad A.;
Bhatti, Razzaque H.

Publication type:

Article

Some International Evidence on Double-Dip Recession.

Published in:

International Advances in Economic Research, 2019, v. 25, n. 3, p. 347, doi. 10.1007/s11294-019-09747-2

By:

Kyer, Ben L.;
Maggs, Gary E.

Publication type:

Article

The Geopolitics of Sacralization: Turkey's Reversion of the Hagia Sofia.

Published in:

Israel Journal of Foreign Affairs, 2021, v. 15, n. 2, p. 273, doi. 10.1080/23739770.2021.1972536

By:

Rahimov, Rahim

Publication type:

Article

A PECULIAR ATTRACTION: BLEAK HOUSE, DER PROZESS, AND THE LAW.

Published in:

1978

By:

Roazen, Deborah Heller

Publication type:

Literary Criticism

Opções de swing no mercado brasileiro de energia elétrica.

Published in:

Revista de Economia e Administração, 2011, v. 10, n. 4, p. 591

By:

de Paula Simões, Mario Domingues;
De Oliveira, Denis Luis;
Pinto, Antonio Carlos Figueiredo;
Klotzle, Marcelo Cabus;
Gomes, Leonardo Lima

Publication type:

Article

MEAN REVERSION FOR HJMM FORWARD RATE MODELS.

Published in:

Advances in Applied Probability, 2010, v. 42, n. 2, p. 371, doi. 10.1239/aap/1275055234

By:

Rusinek, Anna

Publication type:

Article

Mean Reversion and Consumption Smoothing: A Comment.

Published in:

Annals of Economics & Finance, 2008, v. 9, n. 2, p. 397

By:

Fang Zhou;
Liutang Gong;
Yaping Wang

Publication type:

Article

DDMRS-GARCH Model and Its Applications in Shanghai Stock Market.

Published in:

Journal of Systems Science & Information, 2005, v. 3, n. 1, p. 185

By:

Mingyuan Guo;
Shiying Zhang

Publication type:

Article

TESTING THE CONVERGENCE HYPOTHESIS.

Published in:

Review of Economics & Statistics, 1994, v. 76, n. 3, p. 576, doi. 10.2307/2109982

By:

Lichtenberg, Frank R.

Publication type:

Article

Reform of the tax on reversions of excess pension assets.

Published in:: Journal of Pension Economics & Finance, 2009, v. 8, n. 1, p. 107, doi. 10.1017/S1474747208003703
Publication type:: Article

CALIFORNIA.

Published in:: Journal of Education, 1894, v. 39, n. 6, p. 95
Publication type:: Article

Dissent on Japan's Northern Periphery: Nemuro, the Northern Territories and the Limits of Change in a 'Bureaucrat's Movement.'.

Published in:

Japanese Journal of Political Science, 2010, v. 11, n. 2, p. 221, doi. 10.1017/S1468109910000046

By:

WILLIAMS, BRAD

Publication type:

Article

Dynamic capital allocation: exploiting persistent patterns in currency performance.

Published in:

Quantitative Finance, 2006, v. 6, n. 3, p. 185, doi. 10.1080/14697680600699720

By:

Crownover, Collin

Publication type:

Article

The Presence of Phytoplasma in Black Currant Infected with the Blackcurrant Reversion Disease.

Published in:

Journal of Phytopathology, 2004, v. 152, n. 11/12, p. 600, doi. 10.1111/j.1439-0434.2004.00902.x

By:

Špak, J.;
Přibylová, J.;
Kubelková, D.;
Špaková, V.

Publication type:

Article

Fractional integration and cointegration in US financial time series data.

Published in:

Empirical Economics, 2014, v. 47, n. 4, p. 1389, doi. 10.1007/s00181-013-0780-8

By:

Caporale, Guglielmo;
Gil-Alana, Luis

Publication type:

Article

Permanent and transitory components of recessions.

Published in:

Empirical Economics, 2002, v. 27, n. 2, p. 163, doi. 10.1007/s001810100097

By:

Kim, Chang-Jin;
Murray, Christian J.

Publication type:

Article

A maximal affine stochastic volatility model of oil prices.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 2, p. 101, doi. 10.1002/fut.20408

By:

Hughen, W. Keener

Publication type:

Article

REVERSÃO À MÉDIA NOS MERCADOS BOLSISTAS INTERNACIONAIS: DA CRISE DAS EMPRESAS TECNOLÓGICAS À CRISE FINANCEIRA GLOBAL.

Published in:

Egitania Sciencia, 2014, p. 72

By:

de Sousa Gabriel, Vítor Manuel;
Pires Manso, José Ramos

Publication type:

Article

The effect of promoter strength, supercoiling and secondary structure on mutation rates in Escherichia coli.

Published in:

Molecular Microbiology, 2006, v. 60, n. 5, p. 1251, doi. 10.1111/j.1365-2958.2006.05166.x

By:

Schmidt, Karen H.;
Reimers, Jacqueline M.;
Wright, Barbara E.

Publication type:

Article

Judgmental Extrapolation and Market Overreaction: On the Use and Disuse of News.

Published in:

Journal of Behavioral Decision Making, 1990, v. 3, n. 3, p. 153, doi. 10.1002/bdm.3960030302

By:

Andreassen, Paul B.

Publication type:

Article

The Cole-Cole plot for cure: The cure and reversion of natural rubber.

Published in:

Journal of Applied Polymer Science, 2016, v. 133, n. 41, p. n/a, doi. 10.1002/app.44085

By:

Willoughby, Bryan G.

Publication type:

Article

The Behavior of Interest Rates.

Published in:

Review of Financial Studies, 2006, v. 19, n. 2, p. 359, doi. 10.1093/rfs/hhj019

By:

Fama, Eugene F.

Publication type:

Article

Condo "reversions" increase with market slump.

Published in:: Journal of Property Management, 2008, v. 73, n. 3, p. 6
Publication type:: Article

Pricing a contract of linking home reversion plan and long-term care insurance via the principle of equivalent utility.

Published in:

Quality & Quantity, 2011, v. 45, n. 2, p. 465, doi. 10.1007/s11135-009-9308-x

By:

Xiao, Yugu

Publication type:

Article

Can Non-Negative Interest Rates Grow on Recombining Trees? A New Approach.

Published in:

Journal of Fixed Income, 1999, v. 9, n. 2, p. 76, doi. 10.3905/jfi.1999.319262

By:

Shen, Hubert

Publication type:

Article

CD4 response of QuantiFERON-TB Gold Plus for positive consistency of latent tuberculosis infection in patients on dialysis.

Published in:

Scientific Reports, 2020, v. 10, n. 1, p. 1, doi. 10.1038/s41598-020-78374-3

By:

Wang, Ping-Huai;
Lin, Shu-Yung;
Lee, Susan Shih-Jung;
Lin, Shu-Wen;
Lee, Chih-Yuan;
Wei, Yu-Feng;
Shu, Chin-Chung;
Wang, Jann-Yuan;
Yu, Chong-Jen

Publication type:

Article

A STRUCTURAL MODEL OF THE HIGHER-ORDER MARKOV PROCESS INCORPORATING REVERSIONS EFFECTS.

Published in:

Journal of Mathematical Sociology, 1981, v. 8, n. 1, p. 75, doi. 10.1080/0022250X.1981.9989916

By:

Logan, John Allen

Publication type:

Article

E/P Mean Reversion-Based Strategies for Investment Practice: Evidence from the Taiwan Market.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, n. 1, p. 117, doi. 10.2753/REE1540-496X480107

By:

Lin, Yan-Ting;
Gong, Shang-Chi;
Wu, Sou-Shan;
Lee, Tsung-Pei

Publication type:

Article

BREEDING SYSTEMS IN COTULA IV. REVERSION FROM DIOECY TO MONOECY.

Published in:

New Phytologist, 1975, v. 74, n. 1, p. 125, doi. 10.1111/j.1469-8137.1975.tb01346.x

By:

Lloyd, David G.

Publication type:

Article

Fractional Cointegration Analysis of Securitized Real Estate.

Published in:

Journal of Real Estate Finance & Economics, 2012, v. 44, n. 3, p. 319, doi. 10.1007/s11146-009-9231-x

By:

Serrano, Camilo;
Hoesli, Martin

Publication type:

Article

Industrial Real Estate Investment: Does the Contrarian Strategy Work?

Published in:

Journal of Real Estate Finance & Economics, 2010, v. 41, n. 2, p. 193, doi. 10.1007/s11146-008-9147-x

By:

Addae-Dapaah, Kwame;
Webb, James R.;
Ho, Kim Hin David;
Yan Fen Tan

Publication type:

Article

Selectivity, Quality Adjustment and Mean Reversion in the Measurement of House Values.

Published in:

Journal of Real Estate Finance & Economics, 2004, v. 28, n. 2/3, p. 161, doi. 10.1023/B:REAL.0000011152.40485.12

By:

Min Hwang;
Quigley, John M.

Publication type:

Article

Exchange Rate Target Zones and Stock Price Volatility.

Published in:

International Journal of Finance & Economics, 1999, v. 4, n. 4, p. 297, doi. 10.1002/(SICI)1099-1158(199910)4:4<297::AID-IJFE100>3.0.CO;2-B

By:

Kempa, Bernd;
Nelles, Michael;
Pierdzioch, Christian

Publication type:

Article

"THE SOLE RIGHT…SHALL RETURN TO THE AUTHORS": ANGLO-AMERICAN AUTHORS' REVERSION RIGHTS FROM THE STATUTE OF ANNE TO CONTEMPORARY U.S. COPYRIGHT.

Published in:

Berkeley Technology Law Journal, 2010, v. 25, n. 3, p. 1475

By:

Bently, Lionel;
Ginsburg, Jane C.

Publication type:

Article