Asymmetrical return on equity mean reversion and catering
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Cited by:
- I-Cheng Yeh & Che-hui Lien, 2017. "Growth and value hybrid valuation model based on mean reversion," Applied Economics, Taylor & Francis Journals, vol. 49(50), pages 5092-5116, October.
- Ivan D. Trofimov, 2024. "A Time Series Analysis of Corporate Profit Rates in Selected Developed Economies: Asymmetries, Non-linearity and Mean Reversion," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(2), pages 303-338, June.
- I-Cheng Yeh & Yi-Cheng Liu, 2023. "Exploring the growth value equity valuation model with data visualization," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-37, December.
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Keywords
Asymmetrical mean reversion Catering theory Momentum threshold autoregression model Return on equity;Statistics
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