Conditional mean reversion of financial ratios and the predictability of returns

C. Boucher, A. Jasinski and S. Tokpavi ()
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C. Boucher: EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique
A. Jasinski: EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique
S. Tokpavi: LEO - Laboratoire d'Économie d'Orleans [2022-...] - UO - Université d'Orléans - UT - Université de Tours - UCA - Université Clermont Auvergne

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Date: 2023-10
Note: View the original document on HAL open archive server: https://univ-orleans.hal.science/hal-04352991v1
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Published in Journal of International Money and Finance, 2023, 137, pp.102907. ⟨10.1016/j.jimonfin.2023.102907⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04352991

DOI: 10.1016/j.jimonfin.2023.102907

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