SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Do Stock Markets Follow a Random Walk? New Evidence for an Old Question · Study

ArticleShelves

ArticleDo Stock Markets Follow a Random Walk? New Evidence for an Old Question

Dilek Durusu-Çiftçi2018

OA

Articlegreen2018

Do Stock Markets Follow a Random Walk? New Evidence for an Old Question

Dilek Durusu-Çiftçi · Dündar Kök

25 citations·0/0 files stored·International Review of Economics & Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 25 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*2003Testing for unit roots in heterogeneous panels 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1970Efficient Capital Markets: A Review of Theory and Empirical Work 2002Unit root tests in panel data: asymptotic and finite-sample properties 2007A simple panel unit root test in the presence of cross‐section dependence

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2008Energy prices, multiple structural breaks, and efficient market hypothesisarticle · 21 shared references 2016A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocksarticle · 19 shared references 2009Stock prices and the efficient market hypothesis: Evidence from a panel stationary test with structural breaksarticle · 17 shared references 2007Do Asian Stock Markets Follow a Random Walk? Evidence from LM Unit Root Tests with One and Two Structural Breaksarticle · 17 shared references 2012Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and productionarticle · 16 shared references 2010CLIOMETRICS AND TIME SERIES ECONOMETRICS: SOME THEORY AND APPLICATIONSarticle · 16 shared references

Details

Year2018

Typearticle

Published2018-01-01

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.iref.2019.06.002

openalex_workW2950994334

Links

Imported from OpenAlex (CC0) — nothing here is generated.