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Evidence for mean reversion in equity prices .IN4-19/2012E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.820948&sl=0

Publication information
Department/Agency
  • Office of the Superintendent of Financial Institutions Canada.
TitleEvidence for mean reversion in equity prices .
Publication typeMonograph
Language[English]
Other language editions[French]
FormatDigital text
Electronic document
Note(s)
  • "March 2012".
  • Issued also in French under title: Preuves du retour à la moyenne du cours des actions.
  • Electronic monograph in PDF format.
Publishing information
  • Ottawa : Office of the Superintendent of Financial Institutions 2012.
Description5 p.
Catalogue number
  • IN4-19/2012E-PDF
Subject terms
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