The Existence and Economic Interpretation of Mean Reversion: Evidence from Panel Data.
| Year of publication: |
1991
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|---|---|
| Authors: | Jog, Vijay ; Schaller, Huntley |
| Institutions: | Carleton University, Department of Economics |
| Subject: | asset pricing | economic models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published: – revised version: Finance Constraints and Asset Pricing: Evidence on Mean Reversion, Journal of Empirical Finance, Vol. 1, No. 2 (January 1994), pp. 193–209 41 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005838415