Finance Constraints and Asset Pricing: Evidence on Mean Reversion
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Carleton University, Department of Economics in its series Carleton Economic Papers with number 93-03.
Date of creation: 1993
Date of revision: Jan 1994
Publication status: Published: Revised version in Journal of Empirical Finance, Vol. 1, No. 2 (January 1994), pp. 193–209
Contact details of provider:
Postal: 1125 Colonel By Drive, Ottawa Ontario, K1S 5B6 Canada
Other versions of this item:
- Jog, Vijay & Schaller, Huntley, 1994. "Finance constraints and asset pricing: Evidence on mean reversion," Journal of Empirical Finance, Elsevier, vol. 1(2), pages 193-209, January.
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Simon van Norden & Huntley Schaller, 2002.
"Fads or bubbles?,"
Springer, vol. 27(2), pages 335-362.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Renee Lortie).
If references are entirely missing, you can add them using this form.