Title of article

Mean reversion of industry stock returns in the U.S., 1926–1998

Author/Authors

Jeffrey Gropp، نويسنده ,

Issue Information

دوماهنامه با شماره پیاپی سال 2004

Pages

15

From page

537

To page

551

Keywords

Mean reversion , Market efficiency , Panel estimation , Investment strategies

Journal title

Journal of Empirical Finance

Serial Year

2004

Journal title

Journal of Empirical Finance

Record number

130778