Mean reversion in stock prices : evidence and implications
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Massachusetts Institute of Technology. Dept. of Economics
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...part of the NBER Programs in Economic Fluctuations and Financial Markets December 1986, Revised August 1987
Date issued
1987Publisher
Cambridge, Mass : Dept. of Economics, Massachusetts Institute of Technology
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meanreversionins00pote
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 457