Mean reversion of industry stock returns in the U.S. : 1926 - 1998
Year of publication: |
2004
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Authors: | Gropp, Jeffrey |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 11.2004, 4, p. 537-551
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Subject: | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | USA | United States | Mean Reversion | Mean reversion | Effizienzmarkthypothese | Efficient market hypothesis | 1926-1998 |
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