Necessity of negative serial correlation for mean-reversion of stock prices
Year of publication: |
2007
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Authors: | Choe, Kwang-Il ; Nam, Kiseok ; Vahid, Farshid |
Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 47.2007, 4, p. 576-583
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Publisher: |
Elsevier |
Saved in:
Online Resource
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