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2005•Journal of International Financial Markets Institutions and MoneyRequires access

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

Paresh Kumar Narayan, Russell Smyth

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Key concepts: Mean reversion, Random walk, Stock (firearms), Random walk hypothesis, Unit root, Structural break, Econometrics, Economics

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Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests — Research Paper | ScholarLens