Opinion: OSFI's Academic Foray

OSFI published a paper in March, 2012, titled Evidence for Mean Reversion in Equity Prices. It wasn’t very good, as I explained in a recent article.

Look for the Opinion Link!

Also available: Draft version with footnotes.

This entry was posted on Tuesday, January 22nd, 2013 at 2:04 am and is filed under Publications. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

One Response to “Opinion: OSFI's Academic Foray”

  1. OSFI: Ineffectual, Uninformed Grandstanding on D-SIBs « PrefBlog says:
    March 27, 2013 at 1:20 am

    […] OSFI’s document has a few references, but only to other OSFI documents and a few Basel Committee on Banking Supervision hymn books; nothing of any meat, nothing that would provide any comfort that these guys have thought things through and know what they’re doing – but OSFI’s institutional intellectual dishonesty is well known. […]

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