This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Mean Reversion In Stock Prices? A Reappraisal Of Empirical Evidence Author info | Abstract | Publisher info | Download info | Related research | Statistics KIM, M.J.
NELSON, C.R.
STARTZ, R.
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To 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.
Paper provided by University of Washington, Department of Economics in its series Working Papers with number
88-15.
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Length: 28 pages
Date of creation: 1988Date of revision:
Handle: RePEc:udb:wpaper:88-15Contact details of provider: Postal: Box 353330, Seattle, WA 98193-3330 Email: Web page: http://www.econ.washington.edu/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Michael Goldblatt).
Keywords: financial market historical analysis economic models Other versions of this item:
Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)Fischer Black, 1989.
"Mean Reversion and Consumption Smoothing ,"
NBER Working Papers
2946, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Meredith Beechey & David Gruen & James Vickery, 2000.
"The Efficient Market Hypothesis: A Survey ,"
RBA Research Discussion Papers
rdp2000-01, Reserve Bank of Australia.
[Downloadable!]
Andrew W. Lo & A. Craig MacKinlay, 1991.
"When are Contrarian Profits Due to Stock Market Overreaction? ,"
NBER Working Papers
2977, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-., 1989.
"When are contrarian profits due to stock market overreaction? ,"
Working papers
3008-89., Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!] Lo, Andrew W & MacKinlay, A Craig, 1990.
"When Are Contrarian Profits Due to Stock Market Overreaction? ,"
Review of Financial Studies ,
Oxford University Press for Society for Financial Studies, vol. 3(2), pages 175-205.
[Downloadable!] (restricted) Alan J. Marcus, 1989.
"An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices ,"
NBER Working Papers
3106, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
N. Gregory Mankiw & David H. Romer & Matthew D. Shapiro, 1989.
"Stock Market Forecastability and Volatility: A Statistical Appraisal ,"
NBER Working Papers
3154, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Mankiw, N.G. & Romer, D. & Shapiro, M.D., 1989.
"Stock Market Forecastability And Volatility: A Statistical Appraisal ,"
Papers
89-21, Michigan - Center for Research on Economic & Social Theory.
Mankiw, N Gregory & Romer, David & Shapiro, Matthew D, 1991.
"Stock Market Forecastability and Volatility: A Statistical Appraisal ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 58(3), pages 455-77, May.
[Downloadable!] (restricted)
Access and
download statistics Did you know? All bibliographic data on IDEAS has been put in the public domain by the publishers.
This page was last updated on 2008-10-10.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .