Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
| Year of publication: |
2001
|
|---|---|
| Authors: | Kim, Chang-Jin ; Morley, James C. ; Nelson, Charles R. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 8.2001, 4, p. 403-426
|
| Publisher: |
Elsevier |