title
Keskmisele taandumise reegel aktsiaturul
Regression to the Mean Phenomenon in the Stock Market
author
Eräkorpi, Suvi Elena
keywords
efficient market hypothesis
regression
the S&P 500 index
random walk
master's theses
magistritööd
supervisor
Luikmel, Peeter
defence date
02.06.2017
language
eng
institution
Tallinna Tehnikaülikool
Tallinn University of Technology
faculty
Majandusteaduskond
School of Business and Governance
department / college
Majandusanalüüsi ja rahanduse instituut
Department of Economics and Finance