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

Kim, Chang-Jin, James C. Morley, and Charles R. Nelson. "Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?" Journal of Empirical Finance 8.4 (2001): 403-26. Print.
Status of Research
Completed/published
Related People
Chang-Jin Kim
Charles Nelson
Research Type
Articles
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