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Mean Reversion in the United Kingdom Stock Market and its Implications for a Profitable Trading Strategy

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  • David A. Sauer
  • Carl R. Chen

Abstract

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Suggested Citation

  • David A. Sauer & Carl R. Chen, 1996. "Mean Reversion in the United Kingdom Stock Market and its Implications for a Profitable Trading Strategy," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 23(9-10), pages 1379-1395, December.
    • Handle: RePEc:bla:jbfnac:v:23:y:1996:i:9-10:p:1379-1395
    DOI: 1468-5957.00085
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    Cited by:

    1. Akarim, Yasemin Deniz & Sevim, Serafettin, 2013. "The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets," Economic Modelling, Elsevier, vol. 31(C), pages 453-459.
    2. Yarovaya, Larisa & Matkovskyy, Roman & Jalan, Akanksha, 2022. "The COVID-19 black swan crisis: Reaction and recovery of various financial markets," Research in International Business and Finance, Elsevier, vol. 59(C).
    3. Edward R Dawson & James M. Steeley, 2003. "On the Existence of Visual Technical Patterns in the UK Stock Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(1‐2), pages 263-293, January.

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