Finance Constraints and Asset Pricing: Evidence on Mean Reversion
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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
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Other versions of this item:
- Jog, Vijay & Schaller, Huntley, 1994. "Finance constraints and asset pricing: Evidence on mean reversion," Journal of Empirical Finance, Elsevier, Elsevier, vol. 1(2), pages 193-209, January.
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- Van Norden, S. & Schaller, H., 1996.
"Speculative Behaviour, Regime-Switching and Stock Market Crashes,"
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- Simon van Norden & Huntley Schaller & ), 1995. "Speculative Behaviour, Regime-Switching, and Stock Market Crashes," Econometrics, EconWPA 9502003, EconWPA.
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- Carcano, G. & Falbo, P. & Stefani, S., 2005. "Speculative trading in mean reverting markets," European Journal of Operational Research, Elsevier, Elsevier, vol. 163(1), pages 132-144, May.
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