Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure
| Year of publication: |
1995
|
|---|---|
| Authors: | Bessembinder, Hendrik ; Coughenour, Jay F. ; Seguin, Paul J. ; Monroe Smoller, Margaret |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 50.1995, 1, p. 361-376
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