Interpreting mean reversion in stock returns

Authors: Gangopadhyay P.; Reinganum M.R.

Source: The Quarterly Review of Economics and Finance, Volume 36, Number 3, Autumn 1996 , pp. 377-394(18)

Publisher: Elsevier

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/S1062-9769(96)90022-8

Affiliations: 1: St. Cloud State University, , USA

Publication date: 1996-09-01

• In this: publication
• By this: publisher
• In this Subject: Economics ,  Finance
• By this author: Gangopadhyay P. ;  Reinganum M.R.

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