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
Pages
8
From page
576
To page
583
Keywords
Return autocorrelation , Transitory components of stock prices , Mean-reversion
Journal title
Quarterly Review of Economics and Finance
Serial Year
2007
Journal title
Quarterly Review of Economics and Finance
Record number
178587
Link To Document