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

DOI10.2307/3440666zbMath0910.90018OpenAlexW1579083871MaRDI QIDQ4213057

Parantap Basu, H. D. Vinod

Publication date: 7 October 1998

Published in: The Scandinavian Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3440666

zbMATH Keywords

returns to scaleproduction-based asset pricing model

Mathematics Subject Classification ID

Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (3)

MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES ⋮ Volatility and stock prices: Implications from a production model of asset pricing ⋮ A looser cointegration concept using fractional integration parameters and quantification of market responsiveness

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