Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests
Paresh Kumar Narayan; Russell Smyth
| Year of publication: |
2007
|
|---|---|
| Authors: | Narayan, Paresh Kumar ; Smyth, Russell |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 17.2007, 2, p. 152-166
|
| Subject: | Börsenkurs | Share price | Random Walk | Random walk | Aktienindex | Stock index | Mean Reversion | Mean reversion | G7-Staaten | G7 countries | 1960-2003 |
| 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/10003441591