Are stock prices stationary? : some new evidence from a panel data approach
Xin Shen and Mark J. Holmes
| Year of publication: |
2014
|
|---|---|
| Authors: | Shen, Xin ; Holmes, Mark J. |
| Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 31.2014, 4, p. 387-405
|
| Subject: | Stock prices | Non-linearity | Stationarity | Börsenkurs | Share price | Panel | Panel study | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011339594