Modelling mean reversion of asset prices towards their fundamental value

Raymond Chiang, Peter Liu and John Okunev

Journal of Banking & Finance, 1995, vol. 19, issue 8, 1327-1340

Date: 1995
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Citations: View citations in EconPapers (10)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:19:y:1995:i:8:p:1327-1340

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