SSRN-Long Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century by Jan Annaert, Wim Van Hyfte

If people look at the same data over and over again, it should not be surprising that eventually people find things. Moreover, if different people look at the same data set, they are likely to find the same things. For this reason, it is always nice when there is an out of sample data set that can be used to verify the initial findings. Annaert and Van Hyfte provide us this opportunity.SSRN-Long