Do Asian stock markets follow a random walk? Evidence from LM unit root tests with one and two structural breaks

Hooi Hooi Lean, Russell Leigh Smyth

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)
Original languageEnglish
Pages (from-to)15 - 31
Number of pages17
JournalReview of Pacific Basin Financial Markets and Policies
Volume10
Issue number1
Publication statusPublished - 2007

Cite this

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title = "Do Asian stock markets follow a random walk? Evidence from LM unit root tests with one and two structural breaks",
author = "Lean, {Hooi Hooi} and Smyth, {Russell Leigh}",
year = "2007",
language = "English",
volume = "10",
pages = "15 -- 31",
journal = "Review of Pacific Basin Financial Markets and Policies",
issn = "0219-0915",
publisher = "World Scientific Publishing",
number = "1",

}

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 Leigh.

In: Review of Pacific Basin Financial Markets and Policies, Vol. 10, No. 1, 2007, p. 15 - 31.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Do Asian stock markets follow a random walk? Evidence from LM unit root tests with one and two structural breaks

AU - Lean, Hooi Hooi

AU - Smyth, Russell Leigh

PY - 2007

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M3 - Article

VL - 10

SP - 15

EP - 31

JO - Review of Pacific Basin Financial Markets and Policies

JF - Review of Pacific Basin Financial Markets and Policies

SN - 0219-0915

IS - 1

ER -