Challenges to stock market efficiency: evidence from mean reversion studies

  • Engel C
  • Morris C
  • 10

    Readers

    Mendeley users who have this article in their library.
  • N/A

    Citations

    Citations of this article.

Abstract

Stock prices have risen about 75 percent since the end of 1984. The tremendous surge in the average price of stocks has been accompanied by large daily fluctuations and historically high trading volumes. Not surprisingly, such activity has spurred new interest in market efficiency

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document

There are no full text links

Authors

  • C Engel

  • CS Morris

Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free