2007Griffith Research OnlineOpen access

Mean reversion in stock prices: new evidence from panel unit tests for seventeen European countries

Paresh Kumar Narayan, Arti Prasad

Open full text 16 citations

Abstract

Full Text

Open-access reader

About this research paper

What this paper is about

Full Text

Why it matters

OpenAlex reports 16 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Full Text

Key concepts: Mean reversion, Unit root, Stock (firearms), Economics, Econometrics, Reversion, Multivariate statistics, Random walk hypothesis

Related papers

Back to paper searchBrowse research topicsOriginal source
Mean reversion in stock prices: new evidence from panel unit tests for seventeen European countries — Research Paper | ScholarLens