scholarly journals Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence

10.3386/w2795 ◽  
1988 ◽  
Author(s):  
Myung Jig Kim ◽  
Charles Nelson ◽  
Richard Startz
Keyword(s):  
Empirical Evidence ◽  
Stock Prices ◽  
Mean Reversion

scholarly journals Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence

1991 ◽  
Vol 58 (3) ◽  
pp. 515 ◽  
Author(s):  
Myung Jig Kim ◽  
Charles R. Nelson ◽  
Richard Startz
Keyword(s):  
Empirical Evidence ◽  
Stock Prices ◽  
Mean Reversion

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 in Stock Prices

1996 ◽  
Author(s):  
James Poterba ◽  
Larry Summers
Keyword(s):  
Stock Prices ◽  
Mean Reversion

scholarly journals Cojumps in stock prices: Empirical evidence

2014 ◽  
Vol 40 ◽  
pp. 443-459 ◽  
Author(s):  
Dudley Gilder ◽  
Mark B. Shackleton ◽  
Stephen J. Taylor
Keyword(s):  
Empirical Evidence ◽  
Stock Prices
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