John B. Donaldson

Columbia University - Columbia Business School

3022 Broadway

New York, NY 10027

United States

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Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion

NBER Working Paper No. w25519
Number of pages: 72 Posted: 04 Feb 2019
John B. Donaldson and Rajnish Mehra
Columbia University - Columbia Business School and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
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