Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	152 - 166
Number of pages	15
Journal	Journal of International Financial Markets, Institutions and Money
Volume	17
Issue number	2
Publication status	Published - 2007

Cite this

@article{5da48b00ebed47648c8b8bb37af38c9b,

title = "Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests",

author = "Narayan, {Paresh Kumar} and Smyth, {Russell Leigh}",

year = "2007",

language = "English",

volume = "17",

pages = "152 -- 166",

journal = "Journal of International Financial Markets, Institutions and Money",

issn = "1042-4431",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests

AU - Narayan, Paresh Kumar

AU - Smyth, Russell Leigh

PY - 2007

Y1 - 2007

M3 - Article

VL - 17

SP - 152

EP - 166

JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

SN - 1042-4431

IS - 2

ER -