Showing 1 - 10 of 34
Persistent link: https://www.econbiz.de/10000799224
Persistent link: https://www.econbiz.de/10008987913
Persistent link: https://www.econbiz.de/10011496599
Persistent link: https://www.econbiz.de/10001343994
Persistent link: https://www.econbiz.de/10001065524
Persistent link: https://www.econbiz.de/10011642848
Several studies have found mean reversion in monthly stock returns over long horizons. However, these studies can be challenged for several reasons, including the neglect or possible misspecification of risk premia. The current paper analyzes daily Dow returns over short horizons, which obviates...
Persistent link: https://www.econbiz.de/10011597746
Persistent link: https://www.econbiz.de/10011687435
Persistent link: https://www.econbiz.de/10011906050
Persistent link: https://www.econbiz.de/10004551883