scholarly journals Mean reversion in annual earnings and its implications for security valuation

1994 ◽  
Vol 4 (1) ◽  
pp. 27-46 ◽  
Author(s):  
Robert Lipe ◽  
Roger Kormendi
Keyword(s):  
Mean Reversion ◽  
Security Valuation ◽  
Annual Earnings

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

Measuring Resilience as Asymmetric Mean Reversion

2019 ◽  
Author(s):  
Sonia Zaharia ◽  
William A. Masters ◽  
Gerald Shively ◽  
Patrick Webb
Keyword(s):  
Mean Reversion

Mean Reversion Vs. Mean Aversion: A Non-Synchronous Trading Approach

2007 ◽  
Author(s):  
Antti Kanto ◽  
Vance L. Martin ◽  
Saikat Sarkar
Keyword(s):  
Mean Reversion
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