scholarly journals Price Mean Reversion, Seasonality, and Options Markets

2015 ◽  
Vol 98 (3) ◽  
pp. 707-725 ◽  
Author(s):  
Chad E. Hart ◽  
Sergio H. Lence ◽  
Dermot J. Hayes ◽  
Na Jin
Keyword(s):  
Mean Reversion ◽  
Options Markets

Learning and Mean Reversion in Asset Returns

CFA Digest ◽  
2000 ◽  
Vol 30 (3) ◽  
pp. 56-57
Author(s):  
William H. Sackley
Keyword(s):  
Mean Reversion ◽  
Asset Returns

Nonlinear Mean Reversion in Stock Prices

CFA Digest ◽  
2008 ◽  
Vol 38 (4) ◽  
pp. 37-38
Author(s):  
Michael Kobal
Keyword(s):  
Stock Prices ◽  
Mean Reversion ◽  
Nonlinear Mean Reversion

Mean Reversion of the Trading Volume

2019 ◽  
Vol 32 (2) ◽  
pp. 149-186
Author(s):  
Mhin Kang ◽  
◽  
Joon Chae
Keyword(s):  
Trading Volume ◽  
Mean Reversion
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