Mean reversion in the US stock market

By Apostolos Serletis, Aryeh Adam Rosenberg. 2009

64 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/b529969d25480d4a34329141a425960ccb08e133

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. K. Lim
2. R. Brooks
3. Jae Hyun Kim

In Finance

1. K. Lim
2. R. Brooks
3. Jae Hyun Kim

In Statistical and Nonlinear Physics

1. K. Lim
2. R. Brooks

Citations in the corpus

• The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011, methodology): “, 2008), detrending moving average (Serletis and Rosenberg, 2009), wavelet analysis (Kyaw et al.”