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Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence
Mapping Intimacies
◽
10.3386/w2795
◽
1988
◽
Cited By ~ 8
Author(s):
Myung Jig Kim
◽
Charles Nelson
◽
Richard Startz
Keyword(s):
Empirical Evidence
◽
Stock Prices
◽
Mean Reversion
Download Full-text
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Cited By
References
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence
The Review of Economic Studies
◽
10.2307/2298009
◽
1991
◽
Vol 58
(3)
◽
pp. 515
◽
Cited By ~ 279
Author(s):
Myung Jig Kim
◽
Charles R. Nelson
◽
Richard Startz
Keyword(s):
Empirical Evidence
◽
Stock Prices
◽
Mean Reversion
Download Full-text
The Effect of Macroeconomic Variables on Stock Prices in Emerging Stock Market : Empirical Evidence From India
Indian Journal Of Applied Research
◽
10.15373/2249555x/june2014/197
◽
2011
◽
Vol 4
(6)
◽
pp. 1-4
Author(s):
Dr.V.Ramanujam Dr.V.Ramanujam
◽
◽
L.Leela L.Leela
Keyword(s):
Stock Market
◽
Empirical Evidence
◽
Stock Prices
◽
Macroeconomic Variables
Download Full-text
Nonlinear Mean Reversion in Stock Prices
CFA Digest
◽
10.2469/dig.v38.n4.1
◽
2008
◽
Vol 38
(4)
◽
pp. 37-38
Author(s):
Michael Kobal
Keyword(s):
Stock Prices
◽
Mean Reversion
◽
Nonlinear Mean Reversion
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Dynamic Mean Reversion Of Stock Prices :, Evidence From Amman Stock Exchange
10.35516/1250-005-001-004
◽
2018
◽
pp. 57
Author(s):
ديما وليد حنا الربضي
Keyword(s):
Stock Prices
◽
Stock Exchange
◽
Mean Reversion
◽
Amman Stock Exchange
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Empirical Evidence Of A Postive Inflation Premium Being Incorporated Into Stock Prices
SSRN Electronic Journal
◽
10.2139/ssrn.187988
◽
2000
◽
Author(s):
Austin Austin Murphy
◽
Anandi Sahu
Keyword(s):
Empirical Evidence
◽
Stock Prices
Download Full-text
Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests
International Review of Economics & Finance
◽
10.1016/j.iref.2020.12.038
◽
2021
◽
Author(s):
Gilbert V. Nartea
◽
Harold Glenn A. Valera
◽
Maria Luisa G. Valera
Keyword(s):
Unit Root
◽
Stock Prices
◽
Mean Reversion
◽
Unit Root Tests
◽
Asia Pacific
◽
New Evidence
Download Full-text
Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions
International Review of Economics & Finance
◽
10.1016/j.iref.2014.11.020
◽
2015
◽
Vol 37
◽
pp. 157-164
◽
Cited By ~ 17
Author(s):
Juan Wang
◽
Dongxiang Zhang
◽
Jian Zhang
Keyword(s):
Unit Root
◽
Stock Prices
◽
Stock Markets
◽
Unit Root Test
◽
Mean Reversion
◽
Stationary Test
Download Full-text
Mean Reversion in Stock Prices: Evidence and Implications
10.3386/w2343
◽
1987
◽
Cited By ~ 37
Author(s):
James Poterba
◽
Lawrence Summers
Keyword(s):
Stock Prices
◽
Mean Reversion
Download Full-text
Mean Reversion in Stock Prices
ICPSR Data Holdings
◽
10.3886/icpsr01029
◽
1996
◽
Author(s):
James Poterba
◽
Larry Summers
Keyword(s):
Stock Prices
◽
Mean Reversion
Download Full-text
Cojumps in stock prices: Empirical evidence
Journal of Banking & Finance
◽
10.1016/j.jbankfin.2013.04.025
◽
2014
◽
Vol 40
◽
pp. 443-459
◽
Cited By ~ 38
Author(s):
Dudley Gilder
◽
Mark B. Shackleton
◽
Stephen J. Taylor
Keyword(s):
Empirical Evidence
◽
Stock Prices
Download Full-text
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