Stock prices and the efficient market hypothesis : evidence from a panel stationary test with structural breaks
Year of publication: |
2010
|
---|---|
Authors: | Lee, Chien-chiang ; Lee, Jun-de ; Lee, Chi-chuan |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 22.2010, 1, p. 49-58
|
Subject: | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Strukturbruch | Structural break | Kointegration | Cointegration | Panel | Panel study | Theorie | Theory |
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