Can a well-fitted equilibrium asset pricing model produce mean reversion?

Marco Bonomo and René Garcia

No 270, Textos para discussão from Department of Economics PUC-Rio (Brazil)

Pages: 21 pages
Date: 1992-01
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Citations: View citations in EconPapers (8)

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Related works:
Journal Article: Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion? (1994)
Working Paper: Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? (1991)
Working Paper: Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? (1991)
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