Interpreting mean reversion in stock returns
Year of publication: |
1996
|
---|---|
Authors: | Gangopadhyay, Partha |
Other Persons: | Reinganum, Marc R. (contributor) |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 36.1996, 3, p. 377-394
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | USA | United States | 1926-1992 |
-
An empirical investigation of the persistence of stock and bond return seasonality
Lavin, Angeline M., (2000)
-
Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y., (1993)
-
Global financial markets and the risk premium on US equity
Chan, K. C., (1992)
- More ...
-
On information release and the January effect : accounting-information hypothesis
Reinganum, Marc R., (1991)
-
Interpreting Mean Reversion in Stock Returns
Gangopadhyay, Partha, (1998)
-
Interpreting Mean Reversion in Stock Returns
Gangopadhyay, Partha, (1996)
- More ...