Managerial
Finance Issue on Mean Reversion
The issue of Managerial Finance on the topic of mean reversion in
financial markets.
Managerial
Finance description obtained from Ebsco Host
MEAN REVERSION IN FINANCIAL MARKETS
Note: PDF files are proofs. Please
do not cite without permission.
Foreword
by Ronald J. Balvers 1
Mean
Reversion of Size-Sorted Portfolios and Parametric Contrarian Strategies
by Jeffrey Gropp 5
Mean
Reversion in Stock Prices: Evidence from Emerging Markets
by Kausik Chaudhuri and
Yangru Wu 22
Intangible
Assets and Stock Trading Strategies
by Duo Zhang 38
The
Value Premium: Rational, Irrational or Random
by Angela J. Black and Patricia Fraser 57
Excess
Volatility? The Australian Stock Market from 1883 to 1999
by Richard Heaney 76
Publication date: October 2003,
volume 29(10).
The journal Managerial Finance is issued by MCB University Press.
A Full text version of
all issues of Managerial Finance since 1998 is available for downloading
in pdf format.
Last revised: May 2003.