Mean reversion in stock prices : evidence and implications
Name
meanreversionins00pote.pdf
Size
2.26 MB
Format
Adobe PDF
Checksum (MD5)
7efe809a3539470f474907bb1be29ae1
Author(s) •
Poterba, James M.
Summers, Lawrence H.
Date Issued
1987
Publisher
Cambridge, Mass : Dept. of Economics, Massachusetts Institute of Technology
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 457
Description
...part of the NBER Programs in Economic Fluctuations and Financial Markets
December 1986, Revised August 1987
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