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Mean Reversion and the Distribution of United Kingdom Stock Index Returns |
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| Authors: | David Ashton Mark Tippett |
| Affiliation: | The authors are respectively, Professor of Accounting in the Department of Economics at the University of Bristol;and Professor of Accounting in the School of Business at Loughborough University. |
| Abstract: | |
| Keywords: | stock index returns Pearson Type IV distribution Wiener process |