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

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Original language	English
Pages (from-to)	15 - 31
Number of pages	17
Journal	Review of Pacific Basin Financial Markets and Policies
Volume	10
Issue number	1
Publication status	Published - 2007

Cite this

@article{d21995cde73d4ae380ff809861e17bd0,

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",

}

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

Y1 - 2007

UR - https://www.scopus.com/pages/publications/34147157333

M3 - Article

SN - 0219-0915

VL - 10

SP - 15

EP - 31

JO - Review of Pacific Basin Financial Markets and Policies

JF - Review of Pacific Basin Financial Markets and Policies

IS - 1

ER -