均值回归风险和随机游走假设

IF 1.2 Q3 BUSINESS, FINANCE

Review of Financial Economics Pub Date : 2023-07-06 DOI:10.1002/rfe.1184

C. K. Jones

引用次数: 0

摘要

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Mean‐reversion risk and the random walk hypothesis

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来源期刊

Review of Financial Economics BUSINESS, FINANCE-

CiteScore

2.80

自引率

0.00%

发文量

期刊介绍： The scope of the Review of Financial Economics (RFE) is broad. The RFE publishes original research in finance (e.g. corporate finance, investments, financial institutions and international finance) and economics (e.g. monetary theory, fiscal policy, and international economics). It specifically encourages submissions that apply economic principles to financial decision making. For example, while RFE will publish papers which study the behavior of security prices and those which provide analyses of monetary and fiscal policies, it will offer a special forum for articles which examine the impact of macroeconomic factors on the behavior of security prices.