| 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",
}
Narayan, PK & Smyth, RL 2007, 'Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests', Journal of International Financial Markets, Institutions and Money, vol. 17, no. 2, pp. 152 - 166.
Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests. / Narayan, Paresh Kumar; Smyth, Russell Leigh.
In: Journal of International Financial Markets, Institutions and Money, Vol. 17, No. 2, 2007, p. 152 - 166.Research output: Contribution to journal › Article › Research › peer-review
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 -