Drawing Inferences From Statistics Based on Multi-Year Asset Returns
收藏NBER1990-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w3335
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资源简介：
The possibility of mean reversion in stock prices recently has been examined using statistics based on multi-year returns. Previous researchers have noted difficulties in drawing inferences about these statistics because of poor performance of the usual approximating asymptotic distributions. We
提供机构：
美国国家经济研究局
创建时间：
1990-04-01
