MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE

M.J. Kim, Charles Nelson and Richard Startz

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

Keywords: financial market; historical analysis; economic models (search for similar items in EconPapers)
Pages: 28 pages
Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (10)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence (1991)
Working Paper: Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence (1988)
Working Paper: MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE (1988)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:washer:88-15

Access Statistics for this paper

More papers in Discussion Papers in Economics at the University of Washington from Department of Economics at the University of Washington Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().