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
Link To Document :
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