Random walk versus multiple trend breaks in stock prices: Evidence from 15 European markets

Paresh Kumar Narayan, Russell Leigh Smyth

Research output: Contribution to journalArticleResearchpeer-review

17 Citations (Scopus)
Original languageEnglish
Pages (from-to)1 - 7
Number of pages7
JournalApplied Financial Economics Letters
Volume2
Issue number1
DOIs
Publication statusPublished - 2006

Cite this

@article{a4188be044cb4e84936b4ed97770f668,
title = "Random walk versus multiple trend breaks in stock prices: Evidence from 15 European markets",
author = "Narayan, {Paresh Kumar} and Smyth, {Russell Leigh}",
year = "2006",
doi = "10.1080/17446540500424784",
language = "English",
volume = "2",
pages = "1 -- 7",
journal = "Applied Financial Economics Letters",
issn = "1744-6546",
number = "1",

}

Random walk versus multiple trend breaks in stock prices: Evidence from 15 European markets. / Narayan, Paresh Kumar; Smyth, Russell Leigh.

In: Applied Financial Economics Letters, Vol. 2, No. 1, 2006, p. 1 - 7.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Random walk versus multiple trend breaks in stock prices: Evidence from 15 European markets

AU - Narayan, Paresh Kumar

AU - Smyth, Russell Leigh

PY - 2006

Y1 - 2006

U2 - 10.1080/17446540500424784

DO - 10.1080/17446540500424784

M3 - Article

VL - 2

SP - 1

EP - 7

JO - Applied Financial Economics Letters

JF - Applied Financial Economics Letters

SN - 1744-6546

IS - 1

ER -