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Mean Reversion in Stock Prices: Implications from a Production Based Asset Pricing Model

21 citations0/0 files storedScandinavian Journal of Economics

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

Abstract

Parantap Basu, Hrishikesh D. Vinod, Mean Reversion in Stock Prices: Implications from a Production Based Asset Pricing Model, The Scandinavian Journal of Economics, Vol. 96, No. 1 (Mar., 1994), pp. 51-65

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1988On the mechanics of economic development 1986Increasing Returns and Long-Run Growth 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1990Government Spending in a Simple Model of Endogeneous Growth 1978Asset Prices in an Exchange Economy 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1988Dividend yields and expected stock returns 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order

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