Open AccessMean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence
Author(s) -
Myung Jig Kim,
Charles R. Nelson,
Richard Startz
Publication year - 1988
Language(s) - English
Resource type - Reports
DOI - 10.3386/w2795
Subject(s) - mean reversion , reversion , stock (firearms) , economics , econometrics , empirical evidence , financial economics , geography , philosophy , chemistry , archaeology , epistemology , biochemistry , gene , phenotype