MEAN REVERSION IN STOCK-PRICES - A REAPPRAISAL OF THE EMPIRICAL-EVIDENCE

成果类型：

Article

署名作者：

KIM, MJ; NELSON, CR; STARTZ, R

署名单位：

University of Washington; University of Washington Seattle; National Bureau of Economic Research

刊物名称：

REVIEW OF ECONOMIC STUDIES

ISSN/ISSBN：

0034-6527

DOI：

10.2307/2298009

发表日期：

1991

页码：

515-528

关键词：

exchange returns rates