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

Paresh Kumar Narayan, Russell Leigh Smyth

Research output: Contribution to journalArticleResearchpeer-review

29 Citations (Scopus)
Original languageEnglish
Pages (from-to)152 - 166
Number of pages15
JournalJournal of International Financial Markets, Institutions and Money
Volume17
Issue number2
Publication statusPublished - 2007

Cite this

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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",
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pages = "152 -- 166",
journal = "Journal of International Financial Markets, Institutions and Money",
issn = "1042-4431",
publisher = "Elsevier",
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}

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 journalArticleResearchpeer-review

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