Necessity of negative serial correlation for mean-reversion of stock prices

Kwang-Il Choe, Kiseok Nam, Farshid Vahid-Araghi

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)
Original languageEnglish
Pages (from-to)576 - 583
Number of pages8
JournalQuarterly Review of Economics and Finance
Volume47
Issue number4
DOIs
Publication statusPublished - 2007
Externally publishedYes

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