ESTIMATING THE MEAN-REVERTING COMPONENT IN STOCK PRICES: A CROSS COUNTRY COMPARISON
Year of publication: |
1997
|
---|---|
Authors: | Gallagher, Liam A. ; Sarno, Lucio ; Taylor, Mark P. |
Published in: |
Scottish journal of political economy : the journal of the Scottish Economic Society. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0036-9292, ZDB-ID 2192226. - Vol. 44.1997, 5, p. 566-582
|
Saved in:
Saved in favorites
Similar items by person
-
Estimating the mean-reverting component in stock prices : a cross-country comparison
Gallagher, Liam, (1997)
-
Permanent and temporary components of stock prices : evidence from assessing macroeconomic shocks
Gallagher, Liam, (2002)
-
Risky arbitrage, limits of arbitrage, and nonlinear adjustment in the dividend-price ratio
Gallagher, Liam, (2001)
- More ...