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

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48 Citations (Scopus)

Original language	English
Pages (from-to)	547 - 556
Number of pages	10
Journal	Applied Financial Economics
Volume	15
Issue number	8
DOIs	https://doi.org/10.1080/0960310042000314223
Publication status	Published - 2005

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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",

doi = "10.1080/0960310042000314223",

language = "English",

volume = "15",

pages = "547 -- 556",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor & Francis",

number = "8",

}

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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

U2 - 10.1080/0960310042000314223

DO - 10.1080/0960310042000314223

M3 - Article

SN - 0960-3107

VL - 15

SP - 547

EP - 556

JO - Applied Financial Economics

JF - Applied Financial Economics

IS - 8

ER -