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metadata language: English

Mean Reversion in Stock Prices

Version
v1
Resource Type
Dataset : survey data
Creator
  • Poterba, James (Massachusetts Institute of Technology)
  • Summers, Larry (Massachusetts Institute of Technology)
Other Title
  • Version 1 (Subtitle)
Publication Date
1996-01-03
Language
English
Free Keywords
stock prices; stocks
Description
  • Abstract

    These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
  • Table of Contents

    Datasets:

    • DS1: Dataset
Availability
Download
This study is freely available to the general public via web download.
Alternative Identifiers
  • 1029 (Type: ICPSR Study Number)
Publications
  • Cutler, David M., Poterba, James M., Summers, Lawrence H.. Speculative Dynamics. Review of Economic Studies.58, (3, Special issue), 529-546.1991.
    • ID: http://www.jstor.org/stable/2298010 (URL)
  • Poterba, James M.. Mean Reversion in Stock Prices: Evidence and Implications. NBER Working Papers Series.2343, Cambridge, MA: National Bureau of Economic Research. 1987.
    • ID: http://papers.nber.org/papers/w2343.pdf (URL)

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Poterba, James; Summers, Larry (1996): Mean Reversion in Stock Prices. Version 1. Version: v1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01029.v1