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Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests

Paresh Narayan () and Russell Smyth

Journal of International Financial Markets, Institutions and Money, 2007, vol. 17, issue 2, 152-166

Date: 2007
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Journal of International Financial Markets, Institutions and Money is currently edited by I. Mathur and C. J. Neely

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