Work

Volatility Mean Reversion and Stock Market Efficiency

Year: 2013

Type: article

Source: RePEc: Research Papers in Economics

Author: Hojatallah Goudarzi

Institution: University of Tehran

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2099578439

FWCI: 1.099

Cites: 15

Cited by: 24

Related to: 10