Mean Reversion in Short-Horizon Expected Returns

Abstract

Journal Article Mean Reversion in Short-Horizon Expected Returns Get access Jennifer Conrad, Jennifer Conrad University of North Carolina Search for other works by this author on: Oxford Academic Google Scholar Gautam Kaul Gautam Kaul The University of Michigan Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 2, Issue 2, April 1989, Pages 225–240, https://doi.org/10.1093/rfs/2.2.225 Published: 20 March 2015