The study looked at how stock prices in different countries change over time. They found that stock prices in the UK tend to go back to their average value more than in the US. This suggests that something specific to the UK market affects stock prices. When looking at all countries together, they didn't find clear evidence that stock prices always go back to their average value. This could be because of a common factor affecting all markets. By using a special analysis method, they showed that in small samples, it might seem like stock prices don't go back to their average value when they actually do.