مرکز منطقه ای اطلاع رساني علوم و فناوري - Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests

Title of article :

Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests

Author/Authors :

Paresh Kumar Narayan، نويسنده , , Russell Smyth، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

152

To page :

166

Keywords :

Stock prices , random walk , Structural break

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2007

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189776

Link To Document :