Pieter van den Hoek

Towers Watson

Junior Consultant

United States

SCHOLARLY PAPERS

1

DOWNLOADS

966

SSRN CITATIONS
Rank 48,097

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Top 48,097

in Total Papers Citations

10

CROSSREF CITATIONS

4

Scholarly Papers (1)

Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century

De Nederlandsche Bank Working Paper No. 247
Number of pages: 37 Posted: 22 Oct 2011
Laura Spierdijk, Jacob Antoon Bikker and Pieter van den Hoek
University of Twente - Department of Behavioural, Management and Social Sciences - Financial Engineering section, De Nederlandsche Bank and Towers Watson
Downloads 612 (54,963)
Citation 10

Abstract:

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mean reversion, market efficiency

Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century

Netspar Discussion Paper No. 03/2010-009
Number of pages: 35 Posted: 18 Jun 2010 Last Revised: 17 Jan 2012
Laura Spierdijk, Jacob Antoon Bikker and Pieter van den Hoek
University of Twente - Department of Behavioural, Management and Social Sciences - Financial Engineering section, De Nederlandsche Bank and Towers Watson
Downloads 354 (106,437)
Citation 3

Abstract:

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mean reversion, market efficiency, cointegration