- Mean reversion in stock prices
1988/10/01 by James M. Poterba, Lawrence H. Summers · 1,721 citations
Chemistry · Economics, Econometrics and Finance · #Chemistry #Complex Systems and Time Series Analysis #Economics #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Financial economics #Geography #Mean reversion #Monetary economics #Reversion #Stock (firearms)
- Permanent and Temporary Components of Stock Prices
1988/04/01 by Eugene F. Fama, Kenneth R. French · 3,117 citations
Economics, Econometrics and Finance · Mathematics · #Autocorrelation #Econometrics #Economics #Excess return #Financial Markets and Investment Strategies #Financial economics #Geography #Housing Market and Economics #Mathematics #Mean reversion #Monetary Policy and Economic Impact #Statistics #Stock (firearms)