Mean reversion of size-sorted portfolios and parametric contrarian strategies

Managerial Finance

Volumn 29, Issue 10, 2003, Pages 5-21

  Gropp, Jeffrey ^a  

^a DEPAUW UNIVERSITY   (United States)

Author keywords

Investment strategies; Market efficiency; Mean reversion; Panel estimation; Portfolio formation

Indexed keywords

EID: 3343012699     PISSN: 03074358     EISSN: 17587743     Source Type: Journal    
DOI: 10.1108/03074350310768481     Document Type: Article

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