Momentum and mean reversion across national equity markets

By Ronald J. Balvers, Yangru Wu. 2006

187 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/f534d930048991c0ec9db9bb15a8998714f08333

Citations in the corpus

• Expert Systems With Applications (unknown): “…the underlying assumption is that when prices move too higher (or lower) than the average, then a reversal is eminent and accordingly a sell (or buy) signal is generated (Balvers & Wu, 2006; Zhang et al., 2015), while this style of investing is called contrarian strategy (Teplova & Mikova, 2015).”