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Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence

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References

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1997On the validity of the weak-form efficient markets hypothesis applied to the London stock exchange50 cited
2008Are Stocks Really Less Volatile in the Long Run?47 cited
1990Mean Reversion and Consumption Smoothing42 cited
1997Asset market hangovers and economic growth: the OECD during 1984-9340 cited
2007Mean reversion in stock prices: new evidence from panel unit root tests

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2012Block bootstrap methods and the choice of stocks for the long run31 cited

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