Mean reversion in international stock markets: an empirical analysis of the 20th century

L. Spierdijk, J.A. Bikker, P. van den Hoek

Research output: Contribution to journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	228-249
Number of pages	22
Journal	Journal of International Money and Finance
Volume	31
Publication status	Published - 2012

Cite this

@article{0a440f251a844dff876e5a179abdbf35,

title = "Mean reversion in international stock markets: an empirical analysis of the 20th century",

author = "L. Spierdijk and J.A. Bikker and {van den Hoek}, P.",

year = "2012",

language = "English",

volume = "31",

pages = "228--249",

journal = "Journal of International Money and Finance",

issn = "0261-5606",

publisher = "Elsevier BV",

}