An empirical analysis of mean reversion of the S&P 500’s P/E ratios
Junsoo Lee () and
Journal of Economics and Finance, 2012, vol. 36, issue 3, pages 675-690
Keywords: P/E Ratios; S&P Ratios; Mean Reversion; Nonlinear Unit Root Tests; G14; C4 (search for similar items in EconPapers)
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