Forecasting Profitability And Earnings
作者： Eugene F. Fama , Kenneth R. French
DOI: 10.2139/SSRN.40660
关键词:
摘要: … mean reversion is faster when profitability is below its mean and when it is further from its mean … Specifically, we find that the rate of mean reversion is higher when profitability is far from …
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