Short-run momentum, long-run mean reversion and excess volatility : An elementary housing model
Faculty/Professorship: | Economic Policy |
Author(s): | Schmitt, Noemi ; Westerhoff, Frank H. ![]() |
Title of the Journal: | Economics Letters |
ISSN: | 0165-1765 |
Publisher Information: | Amsterdam [u.a.] : Elsevier |
Year of publication: | 2019 |
Volume: | 176 |
Issue: | March |
Pages: | 43-46 |
Language(s): | English |
DOI: | 10.1016/j.econlet.2018.12.013 |
Peer Reviewed: | Ja |
International Distribution: | Ja |
Type: | Article |
URI: | https://fis.uni-bamberg.de/handle/uniba/52652 |
Release Date: | 4. January 2022 |

originated at the
University of Bamberg
University of Bamberg