Mean reversion in stock prices-Reference-Cited by-同舟云学术

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Mean reversion in stock prices

Published:1988-10 Issue:1 Volume:22 Page:27-59
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Poterba James M.,Summers Lawrence H.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference48 articles.

1. Price movements in speculative markets: Trends or random walks;Alexander;Industrial Management Review,1961

2. On the structure of moving average processes;Ansley;Journal of Econometrics,1977

3. Noise;Black;Journal of Finance,1986

4. Bubbles, crashes, and rational expectations;Blanchard,1982

5. Bond and stock returns in a simple exchange model;Campbell;Quarterly Journal of Economics,1986

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