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Do Asian Stock Markets Follow a Random Walk? Evidence from LM Unit Root Tests with One and Two Structural Breaks
Lean, Hooi Hooi; Smyth, Russell - In: Review of Pacific Basin Financial Markets and Policies … 10 (2007) 01, pp. 15-31
This paper applies univariate and panel Lagrange Multiplier (LM) unit root tests with one and two structural breaks to examine the random walk hypothesis for stock prices in eight Asian countries. The results from the univariate LM unit root tests and panel LM unit root test with one structural...
Persistent link: https://www.econbiz.de/10005050762
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An Empirical Examination of Endogenous Ownership in Chinese Private Enterprises
Smyth, Russell; Qin, Zhong; Mishra, Vinod - Department of Econometrics and Business Statistics, … - 2012
performance in SMEs in the context of an embryonic market environment. Using survey data for private firms in Shantou City, China …
Persistent link: https://www.econbiz.de/10010615305
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When Pep comes calling, the oil market answers : the effect of football player transfer movements on abnormal fluctuations in oil price futures
Do, Hung Xuan; Nguyen, Quan M. P.; Nepal, Rabindra; … - In: Energy economics 100 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012990255
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Are natural gas spot and futures prices predictable?
Mishra, Vinod; Smyth, Russell - In: Economic modelling 54 (2016), pp. 178-186
Persistent link: https://www.econbiz.de/10011642063
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The random-walk hypothesis on the Indian stock market
Mishra, Ankita; Mishra, Vinod; Smyth, Russell - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 879-892
Persistent link: https://www.econbiz.de/10011561118
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REITs, interest rates and stock prices in Malaysia
Hooi Hooi Lean; Smyth, Russell - 2011
Persistent link: https://www.econbiz.de/10009007676
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An examination of the impact of India's performance in one-day cricket internationals on the Indian stock market
Mishra, Vinod; Smyth, Russell - 2008
Persistent link: https://www.econbiz.de/10003723751
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An examination of the impact of India's performance in one-day cricket internationals on the Indian stock market
Mishra, Vinod; Smyth, Russell - In: Pacific-Basin finance journal 18 (2010) 3, pp. 319-334
Persistent link: https://www.econbiz.de/10008661189
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Is being a super-power more important than being your close neighbour? : a study of what moves the Australian stock market
Chen, Heng; Smyth, Russell; Wong, Wing Keung - In: Applied financial economics 18 (2008) 7/9, pp. 733-747
Persistent link: https://www.econbiz.de/10003739369
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Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets
Narayan, Paresh Kumar; Smyth, Russell; Nandha, Mohan - In: South Asia in the era of globalization : trade, …, (pp. 59-70). 2005
Persistent link: https://www.econbiz.de/10003156287