701 Tappan Street
Ann Arbor, MI MI 48109
Ross School of Business, University of Michigan
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Equity prices, momentum, reversion
Momentum, Reversion, Equity Returns, Predictability, Intrinsic Value
dynamics, mean reversion, serial correlation, housing
Mortgages, subprime, house prices, banking
mortgage, default, subprime, underwriting, foreclosure, risk management
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: reec.
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subprime, mortgages, defaults, losses, lending
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