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Mean Reversion in Stock Prices (ICPSR 1029)
Principal Investigator(s): Poterba, James, Massachusetts Institute of Technology; Summers, Larry, Massachusetts Institute of Technology
These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
These data are flagged as replication datasets and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
The public-use data files in this collection are available for access by the general public. Access does not require affiliation with an ICPSR member institution.
Poterba, James, and Larry Summers. Mean Reversion in Stock Prices. ICPSR01029-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1996-01-03. http://doi.org/10.3886/ICPSR01029.v1
Persistent URL: http://doi.org/10.3886/ICPSR01029.v1
Scope of Study
Original ICPSR Release: 1996-01-03
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