Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?

✍ Scribed by Chang-Jin Kim; James C. Morley; Charles R. Nelson

• Book ID: 117628119
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 240 KB
• Volume: 8
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/s0927-5398(01)00034-2