Testing for the efficient market hypothesis in stock prices : international evidence from nonlinear heterogeneous panels
Chien-Chiang Lee; Ching-Chuan Tsong; Cheng-Feng Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Chien-Chiang ; Tsong, Ching-chuan ; Lee, Cheng-feng |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 18.2014, 4, p. 943-958
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| Subject: | Real stock prices | Panel unit root | Nonlinearity | Cross-section dependence | Börsenkurs | Share price | Einheitswurzeltest | Unit root test | Effizienzmarkthypothese | Efficient market hypothesis | Panel | Panel study | Schätzung | Estimation | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Japan |
| 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/10010467410