The efficient market hypothesis re-visited: new evidence from 100 US firms
Ruipeng Liu and
Paresh Narayan ()
Working Papers from Deakin University, Department of Economics
Keywords: Efficient market hypothesis 8; GARCH; unit root; structural break; stock price (search for similar items in EconPapers)
References: Add references at CitEc
Citations: Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2011_08
Access Statistics for this paper
More papers in Working Papers from Deakin University, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Xueli Tang ().