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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