• 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
    15
  • 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