Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests
Year of publication: |
2007
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Authors: | Narayan, Paresh Kumar ; Smyth, Russell |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 17.2007, 2, p. 152-166
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