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Financial markets / Mean reversion / Stock market / Mathematical finance / Behavioral finance / Efficient-market hypothesis / Eugene Fama / Share price / Reversion / Financial economics / Finance / Economics


Evidence for Mean Reversion in Equity Prices
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Document Date: 2014-04-05 05:20:01

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File Size: 369,90 KB

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Company

Efficient Capital / /

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Facility

Canadian Institute of Actuaries March / /

IndustryTerm

finance literature / insurance company writing equity guarantees / /

MarketIndex

Nikkei 225 / NASDAQ Composite / Dow 30 / /

Organization

Canadian Institute of Actuaries / US Treasury / /

Person

Eugene Fama / Andrew Lo / Larry Summers / Kenneth French / James Poterba / Matthew Richardson / Daniel Mayost / /

Position

general economic reasons / Modeling Specialist / Capital Division Daniel.Mayost@osfi-bsif.gc.ca Evidence / Secretary / /

PublishedMedium

Journal of Political Economy / Journal of Finance / Review of Financial Studies / Journal of Financial Economics / Econometrica / The Review of Economic Studies / Journal of Business & Economic Statistics / /

SocialTag