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Modelling mean reversion of asset prices towards their fundamental value

, , and . Journal of Banking & Finance, 19 (8): 1327--1340 (November 1995)

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Purchasing power parity: Modeling and testing mean reversion, , and . Journal of Banking & Finance, 21 (7): 949--966 (July 1997)Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices, , and . Journal of Banking & Finance, 21 (1): 17--35 (January 1997)Fisher's relationship in a volatile world A note on Malliaris and Malliaris, and . Economics Letters, 40 (3): 309--311 (November 1992)A note on an interest rate immunization strategy, and . Journal of Banking & Finance, 16 (4): 791--797 (August 1992)Modelling mean reversion of asset prices towards their fundamental value, , and . Journal of Banking & Finance, 19 (8): 1327--1340 (November 1995)