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What is Mean Reversion in stock market and how it works? ExplainedET NOW panellist and market expert Kunal Bothra said that when a stock goes into a corrective phase, there comes a point when ...
It’s still unclear whether the Chinese government’s efforts to revive the country’s ailing economy will prove successful, but ...
Financial pundits have nevertheless been invoking mean reversion because the S&P 500, the mother of all stock indices, has risen by 94 per cent over five years to all-time highs. US stocks now ...
Viceira, Luis M., John Y. Campbell, Francisco Gomes, and Pascal J. Maenhout. "Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor." European Finance Review 5, no. 3 ...
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