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dc.contributor.authorNarayan, Paresh
dc.contributor.authorSmyth, Russell
dc.date.accessioned2017-05-03T16:41:46Z
dc.date.available2017-05-03T16:41:46Z
dc.date.issued2006
dc.date.modified2009-11-27T08:54:08Z
dc.identifier.issn17446546
dc.identifier.doi10.1080/17446540500424784
dc.identifier.urihttp://hdl.handle.net/10072/26948
dc.description.abstractThis letter extends research reported in Narayan and Smyth (2005) by employing multiple trend break unit root tests to examine the random walk hypothesis for 15 European stock market indices. The results provide strong support for the view that stock prices are characterized by a random walk.
dc.description.peerreviewedYes
dc.description.publicationstatusYes
dc.languageEnglish
dc.language.isoeng
dc.publisherTaylor & Francis Group
dc.publisher.placeUnited Kingdom
dc.relation.ispartofstudentpublicationN
dc.relation.ispartofpagefrom1
dc.relation.ispartofpageto7
dc.relation.ispartofissue1
dc.relation.ispartofjournalApplied Financial Economics Letters
dc.relation.ispartofvolume2
dc.rights.retentionY
dc.subject.fieldofresearchPublic Health and Health Services
dc.subject.fieldofresearchApplied Economics
dc.subject.fieldofresearchBanking, Finance and Investment
dc.subject.fieldofresearchcode1117
dc.subject.fieldofresearchcode1402
dc.subject.fieldofresearchcode1502
dc.titleRandom walk versus multiple trend breaks in stock prices: evidence from 15 European markets
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.date.issued2006
gro.hasfulltextNo Full Text
gro.griffith.authorNarayan, Paresh


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