Scandinavian Economic History Review · 1992 · 61 citations · 5 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsTime Series AnalysisAsset Return ModelingFinancial Time Series AnalysisReturn AnalysisStock Market Returns
Abstract Research in the field of finance has always had a strong empirical orientation. A necessary condition of empirical research is access to relevant data.
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American Economic Review · 2012 · 8.1K citations
Mean reversion in stock prices
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Rates of Return on Investments in Common Stocks
Lawrence Fisher, James H. Lorie · The Journal of Business · 1964 · 148 citations