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Mean Reversion in Equity Prices: the G-7 Evidence

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  • John Hatgioannides

    (Cass Business School London)

  • Spiros Mesomeris

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  • John Hatgioannides & Spiros Mesomeris, 2005. "Mean Reversion in Equity Prices: the G-7 Evidence," Money Macro and Finance (MMF) Research Group Conference 2005 64, Money Macro and Finance Research Group.
  • Handle: RePEc:mmf:mmfc05:64
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    File URL: http://repec.org/mmfc05/paper64.pdf
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    References listed on IDEAS

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