The Existence and Economic Interpretation of Mean Reversion: Evidence from Panel Data

Vijay Jog () and Huntley Schaller
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Vijay Jog: Sprott School of Business, Carleton University

Carleton Economic Papers from Carleton University, Department of Economics

Keywords: asset pricing; economic models (search for similar items in EconPapers)
Pages: 41 pages
Date: 1991, Revised 1994-01
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Published: – revised version: Finance Constraints and Asset Pricing: Evidence on Mean Reversion, Journal of Empirical Finance, Vol. 1, No. 2 (January 1994), pp. 193–209

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