Random Walk versus Breaking Trend in Stock Prices: Evidence from Emerging Markets.

This paper investigates whether stock-price indices of seventeen emerging markets can be characterized as random walk (unit root) or mean reversion processes.

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Year of publication:	2001
Authors:	Chaudhuri, K. ; Wu, Y.
Institutions:	School of Economics, Faculty of Arts and Social Sciences
Subject:	FINANCIAL MARKET \| PRICES

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Series:	Sydney - Department of Economics.
Type of publication:	Book / Working Paper
Notes:	15 pages
Classification:	G15 - International Financial Markets ; G14 - Information and Market Efficiency; Event Studies ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005775638