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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, 17(2): 152--166, 2007.
Authors: Paresh Kumar Narayan and Russell Smyth
URL: http://www.sciencedirect.com/science/article/B6VGT-4HR72GK-1/1/8a4220764a9e23095524d47b29032465
Tags: Random walk
| URL | BibTeX  
@article{Narayan2007,
title = {Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests},
author = {Paresh Kumar Narayan and Russell Smyth},
journal = {Journal of International Financial Markets, Institutions and Money},
month = {Apr},
number = {2},
pages = {152--166},
url = {http://www.sciencedirect.com/science/article/B6VGT-4HR72GK-1/1/8a4220764a9e23095524d47b29032465},
volume = {17},
year = {2007},
keywords = {Random walk }
}