Article ID Journal Published Year Pages File Type
5054834 Economic Modelling 2013 7 Pages PDF
Abstract
► We test the validity of mean reversion model by applying panel data regression. ► Mean reversion model can be linked with portfolio investment strategies. ► We find that the mean reversion model is valid in the long run. ► Investors can earn abnormal returns by using contrarian strategy.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets
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