Title of article
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Author/Authors
Chang-Jin Kim، نويسنده , , James C. Morley، نويسنده , , Charles R. Nelson، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2001
Pages
24
From page
403
To page
426
Keywords
Volatility feedback , Mean reversion , Markov switching , time-varying parameter
Journal title
Journal of Empirical Finance
Serial Year
2001
Journal title
Journal of Empirical Finance
Record number
130696
Link To Document