Mean reversion: an investigation from Karachi stock exchange sectors

Autor: Aniqe Rehman, Dalia Streimikiene, Ahmad Nawaz, Jolita Vveinhardt, Ahmed Raheem Rizwan

Publikováno v: Technological and Economic Development of Economy, Vol 22, Iss 4 (2016)
Technological and Economic Development of Economy; Vol 22 No 4 (2016); 493-511

This article analyses the sectors of Karachi stock exchange in order to determine if there is any presence of mean reversion phenomenon in the stock market sectors and also an attempt to determine the pace of mean reversion. To conduct this research,

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cc6f20ae933ebd725f2b8df0c095dd0a
http://journals.vgtu.lt/index.php/TEDE/article/view/735