Yongjin Kim

Carnegie Mellon University

Pittsburgh, PA 15213-3890

United States

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Long Term Mean Reversion of Stock Prices Based on Fractional Integration

KAIST College of Business Working Paper Series No. 2010-003

Number of pages: 19 Posted: 25 Feb 2010

Duk Bin Jun, Yongjin Kim and Jaesun Noh

College of Business, Korea Advanced Institute of Science and Technology (KAIST), Carnegie Mellon University and Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance

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