Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?

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

Working Papers from University of Washington, Department of Economics

Date: 1999-12
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Related works:
Journal Article: Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? (2001)
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)
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