Jeffrey Gropp

DePauw University (from arXiv:1909.05151, 2019) · OpenAlex

3 papers in scope · 2 published · 1 on the econ.EM arXiv · 93 citations · h-index 2 (over the papers listed here)

Papers

Show only papers in our arXiv econ.EM corpus (1 of 3)

Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning

working paper2019 · arXiv

with Samuel Showalter

Paper profile arXiv arXiv:1909.05151

Mean reversion of industry stock returns in the U.S., 1926–1998” [J. Empir. Finance 11 (2004) 537–551

published2004 · Journal of Empirical Finance · 81 citations

Journal of Empirical Finance

Mean reversion of size‐sorted portfolios and parametric contrarian strategies

published2003 · Managerial Finance · 12 citations

Managerial Finance

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.