MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE

M.J. Kim, Charles Nelson and Richard Startz

Working Papers from University of Washington, Department of Economics

Keywords: financial market; historical analysis; economic models (search for similar items in EconPapers)
Pages: 28 pages
Date: 1988
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Citations: View citations in EconPapers (12)

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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 EMPIRICAL EVIDENCE (1988)
Working Paper: Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence (1988)
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