English, Article, Journal or magazine article edition: Mean Reversion-Effekte auf dem deutschen Aktienmarkt: Statistische Analysen der Entwicklung des DAX-KGV Albrecht, Peter; Kantar, Cemil; Xiao, Yanying

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Bookmark: http://trove.nla.gov.au/version/42712
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Mean Reversion-Effekte auf dem deutschen Aktienmarkt: Statistische Analysen der Entwicklung des DAX-KGV
Author
  • Albrecht, Peter
  • Kantar, Cemil
  • Xiao, Yanying
Physical Description
  • preprint
Notes
  • This paper investigates mean reversion effects in the German stock market. Recent studies have shown that stock prices tend to follow random walks over short horizons while there is empirical evidence for a mean-reverting behavior over long horizons. Considering fundamental values, we examine mean reversion in the price/​earnings ratio of the German blue-chip index DAX for different time horizons to be able to compare the relative strength of the corresponding mean reversion effects.
  • RePEc:xrs:sfbmaa:04-08
Language
  • English
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