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
Keywords :
Mean reversion , Market efficiency , Panel estimation , Investment strategies
Journal title :
Journal of Empirical Finance
Journal title :
Journal of Empirical Finance