Are OECD stock prices characterized by a random walk? evidence from sequential trend break and panel data models

Paresh Kumar Narayan, Russell Leigh Smyth

Research output: Contribution to journalArticleResearchpeer-review

37 Citations (Scopus)
Original languageEnglish
Pages (from-to)547 - 556
Number of pages10
JournalApplied Financial Economics
Volume15
Issue number8
DOIs
Publication statusPublished - 2005

Cite this

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title = "Are OECD stock prices characterized by a random walk? evidence from sequential trend break and panel data models",
author = "Narayan, {Paresh Kumar} and Smyth, {Russell Leigh}",
year = "2005",
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volume = "15",
pages = "547 -- 556",
journal = "Applied Financial Economics",
issn = "0960-3107",
publisher = "Taylor & Francis",
number = "8",

}

Are OECD stock prices characterized by a random walk? evidence from sequential trend break and panel data models. / Narayan, Paresh Kumar; Smyth, Russell Leigh.

In: Applied Financial Economics, Vol. 15, No. 8, 2005, p. 547 - 556.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Are OECD stock prices characterized by a random walk? evidence from sequential trend break and panel data models

AU - Narayan, Paresh Kumar

AU - Smyth, Russell Leigh

PY - 2005

Y1 - 2005

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DO - 10.1080/0960310042000314223

M3 - Article

VL - 15

SP - 547

EP - 556

JO - Applied Financial Economics

JF - Applied Financial Economics

SN - 0960-3107

IS - 8

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