Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?

Chang-Jin Kim (), James Morley and Charles Nelson

Discussion Papers in Economics at the University of Washington from Department of Economics at the University of Washington

Date: 2000-05
New Economics Papers: this item is included in nep-fin and nep-fmk
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Related works:
Journal Article: Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? (2001)
Working Paper: Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? (2000)
Working Paper: Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? (1999)
Working Paper: Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? (1999)
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