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Are Korean industry-sorted portfolios mean reverting?
Moon, Seongman, (2016)
Investigating mean reversion in financial markets using Hurst model
Enow, Samuel Tabot, (2023)
Mean reversion of industry stock returns in the U.S., 1926-1998
Gropp, Jeffrey, (2004)
Corrigendum to "Mean reversion of industry stock returns in the U.S., 1926-1998" [J. Empir. Finance 11 (2004) 537-551]
Gropp, Jeffrey, (2005)
Mean reversion of size‐sorted portfolios and parametric contrarian strategies
Gropp, Jeffrey, (2003)