Necessity of negative serial correlation for mean-reversion of stock prices
| Year of publication: |
2007
|
|---|---|
| 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
|
| Publisher: |
Elsevier |