Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?

Chang-Jin Kim (), James Morley and Charles Nelson

Journal of Empirical Finance, 2001, vol. 8, issue 4, 403-426

Date: 2001
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Citations: View citations in EconPapers (13)

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Related works:
Working Paper: Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? (2000)
Working Paper: Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? (2000)
Working Paper: Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? (1999)
Working Paper: Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:8:y:2001:i:4:p:403-426

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