The momentum and mean reversion of Nikkei index futures: a Markov chain analysis
Wang, S. and Peng, K. (2007) The momentum and mean reversion of Nikkei index futures: a Markov chain analysis. Advances in Quantitative Analysis of Finance and Accounting (In Press).
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| Item Type: | Article |
|---|---|
| ISSNs: | 1061-8910 (print) |
| Subjects: | H Social Sciences > HG Finance H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management |
| Divisions: | University Structure - Pre August 2011 > School of Management |
| Item ID: | 51385 |
| Date Deposited: | 27 Jun 2008 |
| Last Modified: | 02 Mar 2012 13:32 |
| Contributors: | Wang, S. (Author) Peng, K. (Author) |
| Date: | 2007 |
| Status: | In Press |
| Contact Email Address: | sw2O07@soton.ac.uk |
| URI: | http://eprints.soton.ac.uk/id/eprint/51385 |
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