Title of article :
Necessity of negative serial correlation for mean-reversion of stock prices
Author/Authors :
Kwang-Il Choe، نويسنده , , Kiseok Nam، نويسنده , , Farshid Vahid، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Return autocorrelation , Transitory components of stock prices , Mean-reversion
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
