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)
Date: 2011-01-01
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Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2011_08

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