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Mean reversion (finance)
The Future of Computer Trading in Financial Markets an International Perspective
Perspectives on the Equity Risk Premium – Siegel
Commodities Favored with Mean Reversion
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Nber Working Paper Series Mean Reversion in Stock Prices: Evidence
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Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P
The Market Microstructure of Dealership Equity and Government Securities Markets: How They Differ
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Top View
Chapter 5: Mean Reversion of Currencies and Futures WILLIAM LAI Outline
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On the Profitability of Optimal Mean Reversion Trading Strategies
Pairs Trading
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Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Algorithm-Based Intraday Trading Strategies and Their Market Impact
Mean Reversion in International Stock Markets: an Empirical Analysis of the 20Th Century
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An Empirical Investigation Into Credit Spread Indices
Relative Strength Tools in Trading and Investing
Time-Varying Credit Risk and Liquidity Premia in Bond and CDS Markets
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The Complexity of Liquidity: the Extraordinary Case of Sovereign Bonds
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Fund Flows, Slow-Moving Liquidity Provision, and Common Factors in Stock Returns
Machine Learning and Algorithmic Trading of a Mean-Reversion Strategy from the Cloud for Liquid Etfs on Robinhood
Habit Formation: a Resolution of the Equity Premium Puzzle George M
MEAN REVERSION in STOCK PRICES Evidence and Implications*
The Pricing of Different Dimensions of Liquidity: Evidence from Government Guaranteed Bank Bonds
Can Information Costs Explain the Equity Premium and Stock Market Participation Puzzles?
Some Notes on the Formation of a Pair in Pairs Trading
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Trends, Reversion, and Critical Phenomena in Financial Markets
Pairs Trading in the UK Equity Market Risk and Return
Momentum Effects and Mean Reversion in Real Estate Securities
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INVESTMENT DICTIONARY II As Is the Case in Many Industries, the Ever Complex World of Investment Is Full of Jargon
Mean Reversion in Stock Market Prices: Evidence from Ukraine
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
A Puzzle of Excessive Equity Risk Premium and the Case of Poland
The Overnight Drift REVISED SEPTEMBER 2021
Mean Reversion Or Paradigm Shift?
Gmo Mean Reversion Strategy
PAIRS TRADING: an EMPIRICAL STUDY Aitor
Pairs Trading with a Mean-Reverting Jump-Diffusion Model on High-Frequency Data
Mean Reversion in International Stock Price Indices an Error-Correction Approach
FX: Mean Reversion Nordea Research, 30 August 2015
Dynamics of Swaps Spreads: a Cross-Country Study