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GLOBAL FINANCIAL MARKETS
Journal article
GLOBAL FINANCIAL MARKETS
Abstract
The authors examine mean reversion in stock prices. They use national stock-index data from 18 countries during the 1969–96 period and find strong evidence of mean reversion in relative stock-index prices.
Authors
Balvers R; Wu Y; Gilliland E; Ignatius R
Journal
CFA Digest, Vol. 30, No. 4, pp. 64–65
Publisher
CFA Institute
Publication Date
November 1, 2000
DOI
10.2469/dig.v30.n4.778
ISSN
0046-9777
Associated Experts
Ronald Balvers
Professor, DeGroote School of Business
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Labels
Fields of Research (FoR)
38 Economics
3502 Banking, Finance and Investment
3801 Applied Economics
35 Commerce, Management, Tourism and Services
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