Conditional mean reversion of financial ratios and the predictability of returns

C. Boucher; A. Jasinski; S. Tokpavi

doi:10.1016/j.jimonfin.2023.102907

Journal Articles Journal of International Money and Finance Year : 2023

Conditional mean reversion of financial ratios and the predictability of returns

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1
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C. Boucher

Function : Author

EconomiX

A. Jasinski

Function : Author

EconomiX

S. Tokpavi

Function : Author
PersonId : 833293
ORCID : 0000-0001-7852-4232
IdRef : 136005462

Laboratoire d'Économie d'Orleans [2022-...]

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Economics and Finance

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https://univ-orleans.hal.science/hal-04352991

Submitted on : Tuesday, December 19, 2023-11:35:20 AM

Last modification on : Monday, July 1, 2024-3:34:05 PM

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hal-04352991 , version 1 (19-12-2023)

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HAL Id : hal-04352991 , version 1
DOI : 10.1016/j.jimonfin.2023.102907

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C. Boucher, A. Jasinski, S. Tokpavi. Conditional mean reversion of financial ratios and the predictability of returns. Journal of International Money and Finance, 2023, 137, pp.102907. ⟨10.1016/j.jimonfin.2023.102907⟩. ⟨hal-04352991⟩

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Conditional mean reversion of financial ratios and the predictability of returns

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