Finance constraints and asset pricing: Evidence on mean reversion
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Empirical Finance.
Volume (Year): 1 (1994)
Issue (Month): 2 (January)
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Web page: http://www.elsevier.com/locate/jempfin
Other versions of this item:
- Huntley Schaller & Vijay Jog, 1993. "Finance Constraints and Asset Pricing: Evidence on Mean Reversion," Carleton Economic Papers 93-03, Carleton University, Department of Economics, revised Jan 1994.
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- Simon van Norden & Huntley Schaller, 2002.
"Fads or bubbles?,"
Springer, vol. 27(2), pages 335-362.
- Van Norden, S. & Schaller, H., 1996.
"Speculative Behaviour, Regime-Switching and Stock Market Crashes,"
96-13, Bank of Canada.
- Simon van Norden & Huntley Schaller & ), 1995. "Speculative Behaviour, Regime-Switching, and Stock Market Crashes," Econometrics 9502003, EconWPA.
- Carcano, G. & Falbo, P. & Stefani, S., 2005. "Speculative trading in mean reverting markets," European Journal of Operational Research, Elsevier, vol. 163(1), pages 132-144, May.
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