Erratum: "Mean reversion of industry stock returns in the U.S., 1926-1998" (Journal of Empirical Finance (2004) vol. 11 (537-551) 10.1016/j.jempfin.2004.04.002);Mean reversion of industry stock returns in the U.S., 1926-1998

Journal of Empirical Finance

Volumn 11, Issue 4, 2004, Pages 537-551

  Gropp, Jeffrey ^a  

^a DEPAUW UNIVERSITY   (United States)

Author keywords

Investment strategies; Market efficiency; Mean reversion; Panel estimation

Indexed keywords

EID: 3342916492     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2004.09.001     Document Type: Erratum

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