Mean-Reversion of Share Prices of South Asian Emerging Stock Markets

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Wickremasinghe, Guneratne B (2007) Mean-Reversion of Share Prices of South Asian Emerging Stock Markets. In: 12th Finsia-Melbourne Centre for Financial Studies Banking and Finance Conference, 24-25 September 2007, Melbourne, Australia. (Submitted)

Item type Conference or Workshop Item (Paper)
URI https://vuir.vu.edu.au/id/eprint/6089
Official URL http://www.melbournecentre.com.au/Finsia_MCFS/2007...
Subjects Historical > Faculty/School/Research Centre/Department > School of Accounting
Historical > FOR Classification > 1502 Banking, Finance and Investment
Historical > SEO Classification > 9001 Financial Services
Keywords ResPubID13929, random walk hypothesis, emerging stock markets
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