Stock prices and the efficient market hypothesis: Evidence from a panel stationary test with structural breaks
Author:
Publisher
Elsevier BV
Subject
Political Science and International Relations,Economics and Econometrics,Finance
Reference51 articles.
1. Estimating and testing linear models with multiple structural changes;Bai;Econometrica,1988
2. Nonstationary expected returns: implications for tests of market efficiency and serial correlations in returns;Ball;Journal of Financial Econmics,1989
3. Problems in measuring portfolio performance: an application to contrarian investment strategies;Ball;Journal of Finance,1995
4. Some cautions on the use of panel methods for integrated series of macro-economic data;Banerjee;Econometrics Journal,2004
5. Testing for PPP: should we use panel methods?;Banerjee;Empirical Economics,2005
Cited by 64 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. The global financial crisis impact on stock market efficiency: a Fourier unit root tests analysis;Cogent Economics & Finance;2024-09
2. TESTING MEAN REVERSION OF STOCK PRICES IN OECD COUNTRIES: EVIDENCE FROM FOURIER THRESHOLD UNIT ROOT TEST;Journal of Research in Business;2024-06-27
3. Enhancing portfolio management using artificial intelligence: literature review;Frontiers in Artificial Intelligence;2024-04-08
4. Testing the Adaptive Market Hypothesis in Equity Markets in Global Financial Crisis Periods: An Application on Borsa Istanbul Indices;İktisadi İdari ve Siyasal Araştırmalar Dergisi;2023-06-30
5. Examining the Impact of Political Stability on Stock Price Crash Risk: Evidence from China;Journal of the Knowledge Economy;2023-06-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3