Mean reversion in stock prices: Evidence from emerging markets

Managerial Finance

Volumn 29, Issue 10, 2003, Pages 22-37

  Chaudhuri, Kausik ^a   Wu, Yangru ^b  

^a INDIRA GANDHI INSTITUTE OF DEVELOPMENT RESEARCH   (India)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Emerging markets; Mean reversion; Panel test

Indexed keywords

EID: 84999322014     PISSN: 03074358     EISSN: 17587743     Source Type: Journal    
DOI: 10.1108/03074350310768490     Document Type: Article

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