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

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	576 - 583
Number of pages	8
Journal	Quarterly Review of Economics and Finance
Volume	47
Issue number	4
DOIs	https://doi.org/10.1016/j.qref.2005.04.005
Publication status	Published - 2007
Externally published	Yes

Access to Document

@article{6e4117f79bfc4713a8245e94577d80cc,

title = "Necessity of negative serial correlation for mean-reversion of stock prices",

author = "Kwang-Il Choe and Kiseok Nam and Farshid Vahid-Araghi",

year = "2007",

doi = "10.1016/j.qref.2005.04.005",

language = "English",

volume = "47",

pages = "576 -- 583",

journal = "Quarterly Review of Economics and Finance",

issn = "1062-9769",

publisher = "Elsevier",

number = "4",

}

TY - JOUR

T1 - Necessity of negative serial correlation for mean-reversion of stock prices

AU - Choe, Kwang-Il

AU - Nam, Kiseok

AU - Vahid-Araghi, Farshid

PY - 2007

Y1 - 2007

U2 - 10.1016/j.qref.2005.04.005

DO - 10.1016/j.qref.2005.04.005

M3 - Article

SN - 1062-9769

VL - 47

SP - 576

EP - 583

JO - Quarterly Review of Economics and Finance

JF - Quarterly Review of Economics and Finance

IS - 4

ER -