Work

The power and size of mean reversion tests

Year: 2001

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/s0927-5398(01)00038-x

Author: Kent Daniel

Institution: Northwestern University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2051706963

FWCI: 2.271

Cites: 33

Cited by: 34

Related to: 10