The random walk in the stock prices of 18 OECD countries : some robust panel-based integration and cointegration tests
Hassan Shirvani and Natalya V. Delcoure
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Shirvani, Hassan ; Delcoure, Natalya V. |
| Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 43.2016, 4, p. 598-608
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| Subject: | Long-run predictability | OECD countries | Short-term vs long-term investments | OECD-Staaten | Börsenkurs | Share price | Kointegration | Cointegration | Random Walk | Random walk | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-03-2015-0053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011690283