Datasetgreen1996

Mean Reversion in Stock Prices

1,083 citations0/0 files storedICPSR Data Holdings

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

Abstract

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Citations in this library

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Cited by

1991Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations 1992The use of technical analysis in the foreign exchange market 1995Herd Behaviour, Bubbles and Crashes 1992Common stochastic trends in international stock markets 1998An Anatomy of Trading Strategies 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading 2009Institutional Investors and the Informational Efficiency of Prices 2002Investor psychology in capital markets: evidence and policy implications

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