Mean reversion lessens mean blur: evidence from the s&p composite index

HIGHLIGHTS

• who: Luigi Buzzacchi and Luca Ghezzi from the Viale Mattioli, Torino, Italy have published the Article: Mean Reversion Lessens Mean Blur: Evidence from the S&P Composite Index, in the Journal: (JOURNAL) of 88/01/1872
• what: This study has used a very long time series of the S and amp;P Composite Index, checking once more that the annual rates of linear return, both nominal and real, benefit from aggregational normality. Keep in mind that the study has the limitation of not dwelling on past structural breaks.
• how: In this study a . . .
  

   

  

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