Are there specific assets or markets where mean reversion is more or less prevalent? What statistical tests can be used to determine if a series exhibits mean reversion?

Jan 30, 2013 ... In investing rescaled range analysis has been used to detect and evaluate the amount of persistence, randomness, or mean reversion in financial ... May 30, 2014 ... Investors see these past growth rates, and extrapolate them into the future through their own buying and selling, which is why growth stocks are ... When the current market price is above the average past price, the market price is expected to fall. In other words, deviations from the average price are ... Oct 8, 2019 ... We slightly adjusted our mean-reversion rate model to better reflect these prices swings on the gas market. Jul 17, 2015 ... A mean reversion trader is looking for opportunities where price has moved away from its mean (or average) price significantly. Jan 18, 2020 ... Research by Burach Lev and Anup Srivastava implies that mean reversion may have slowed down, and for certain categories of firm may have become much less ... Mean reversion has been empirically observed in many markets, especially foreign exchange and commodities. We show that the slightest mean reversion yields ... The author provides an economic model that explains more than 90% of the CAPE ratio's variability. A link between the economy and CAPE is useful in investment ... Mean reversion is a theory based on the belief that prices and other metrics tend to fluctuate around their long-term mean or average value. In other words, ... Evidence of this mean-reversion exists: as natural gas and power prices typically trade within upper and lower bounds and volatility term-structures of their ...