• Title of article

    Modelling mean reversion of asset prices towards their fundamental value

  • Author/Authors

    Raymond Chiang، نويسنده , , Peter Liu، نويسنده , , John Okunev، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    14
  • From page
    1327
  • To page
    1340
  • Keywords
    Mean reversion , Fundamental value
  • Journal title
    Journal of Banking and Finance
  • Serial Year
    1995
  • Journal title
    Journal of Banking and Finance
  • Record number

    192817