TIAN, Kean. Improving Mean-Reversion Strategy Performance: The Effect of Signal Thresholds under Volatility-Driven Market Noise. Finance & Economics, [S. l.], v. 4, n. 5, p. 11322, 2026. DOI: 10.61173/fe11322. Disponível em: https://fe.deanfrancis.press/article/view/1214. Acesso em: 22 oct. 2026.