Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests

Author:

Nartea Gilbert V.,Valera Harold Glenn A.,Valera Maria Luisa G.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

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3. Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone;Anagnostidis;Physica A: Statistical Mechanics and Its Applications,2016

4. Quantile unit root test and PPP: Evidence from 23 OECD countries;Bahmani-Oskooee;Applied Economics,2016

5. Endogenous growth and the emergence of equity finance;Bose;Journal of Development Economics,2005

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