Estimating the mean-reverting component in stock prices: A cross-country comparison

Scottish Journal of Political Economy

Volumn 44, Issue 5, 1997, Pages 566-582

  Gallagher, Liam A ^a   Sarno, Lucio ^b   Taylor, Mark P ^c  

^a UNIVERSITY COLLEGE CORK   (Ireland)

^b BRUNEL UNIVERSITY   (United Kingdom)

^c UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041191638     PISSN: 00369292     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9485.00075     Document Type: Review

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