ARMA and/or SETAR Estimation and Out-of-Sample Forecast of the Mean-Reversion Between Brent Crude Oil and Gasoline Prices on the Ghanaian Market by Emmanuel deGraft Johnson Owusu Ansah, Jonathan Ayiku, Simon Kojo Appiah, Emmanuel Harris

Subjects: “…mean-reversion, ex-pump, ex-refinery…”
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The exchange rate volatility in the Central and Eastern European Countries by Bogdan Andrei DUMITRESCU, Silvia Maria ROȘCA

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An alternative mean reversion test for interest rates by Özgür Özel, Deniz Ilalan

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Mean Reversion Lessens Mean Blur: Evidence from the S&P Composite Index by Luigi Buzzacchi, Luca Ghezzi

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Investment Horizon to Investment Decision and Mean Reversion: Indonesian Perspective by Eddy Junarsin, Eduardus Tandelilin

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Do Investors Tend to Overreact when Investing in Clean Energy Stock Indices? by Rui Dias, Rosa Galvão, Sandra Cruz, Sidalina Gonçalves, Mohammad Irfan, Nuno Teixeira, Paulo Alexandre, Cristina Palma, Liliana Almeida

Subjects: “…2022 Conflict, Clean Energies, ETF, Overreaction, Mean Reversion…”
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On Markov Modulated Mean-Reverting Price-Difference Models by W. P. Malcom, Lakhdar Aggoun, Mohamed Al-Lawati

Subjects: “…Double-Markov Modulated Mean-Reversion Model…”
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Equity Returns Around Extreme Loss: A Stochastic Event Approach by Xiaomin Guo, Huijian Dong, Gary A. Patterson

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Investigating the Performance of Life Cycle Based Forecasts and Determining the Components Affecting it by Behzad Kardan, Mohammad Hossein Vadiei Nowghabi, Masoumeh Shahsavari

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Stock market responses to COVID-19: The behaviors of mean reversion, dependence and persistence by Yener Coskun, Omokolade Akinsomi, Luis A. Gil-Alana, OlaOluwa S. Yaya

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Momentum and mean reversion in regional housing markets: evidence from variance ratio tests by Elias Oikarinen, Felix Schindler

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Mean reversion in unemployment: new findings from the Baltic tigers by Fumitaka Furuoka

Subjects: “…mean reversion…”
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Modeling Momentum and Reversals by Harvey J. Stein, Jacob Pozharny

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Analytic Valuation Formula for American Strangle Option in the Mean-Reversion Environment by Junkee Jeon, Geonwoo Kim

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Valuation of forward start option with mean reverting stock model for uncertain markets by Khan Muhammad Shoaib, Hussain Javed, Saeed Tareq

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Forecasting semi-stationary processes and statistical arbitrage by Si Bao, Shi Chen, Wei An Zheng, Yu Zhou

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Boom-Bust Housing Price Dynamic: The Case of Malaysia by Yip Chee Yin, Woo Kok Hoong, Oon Kam Hoe, Nabihah Binti Aminaddin, Nurfadhilah Binti Abu Hasan

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Variational inequality arising from variable annuity with mean reversion environment by Junkee Jeon, Geonwoo Kim

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Forecasting Commodity Prices: Looking for a Benchmark by Marek Kwas, Michał Rubaszek

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The Study of Mean Reversion in Tehran Security Exchange Using Variance Ratio Test by Reza Tehrani, Hojjat Allah Ansari, Alireza Saranj

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