Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets

By Narayan Paresh Kumar   Smyth Russell  

Applied Financial Economics Letters, Vol. 2, Iss. 1, 2006-01 ,pp. : 1-7

Routledge Ltd

Access to resources Recommend Favorite

Untangling the non-linear causal nexus between exchange rates and stock prices: New evidence from the OECD countries

By Chen Shyh-Wei   Chen Tzu-Chun  

Journal of Economic Studies, Vol. 39, Iss. 2, 2012-05 ,pp. : 231-259

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

The size effect and the random walk hypothesis: evidence from the London Stock Exchange using Markov Chains

By Mills T.C.   Jordanov J.V.  

Applied Financial Economics, Vol. 13, Iss. 11, 2003-11 ,pp. : 807-815

Routledge Ltd

Access to resources Recommend Favorite

Stock prices, inflation and output: evidence from India

By Chatrath Arjun   Ramchander Sanjay   Song Frank  

Applied Financial Economics, Vol. 7, Iss. 4, 1997-08 ,pp. : 439-445

Routledge Ltd

Access to resources Recommend Favorite

Stock market prices, 'causality' and efficiency: evidence from the Athens stock exchange

By Niarchos Nikitas A.   Alexakis Christos A.  

Applied Financial Economics, Vol. 8, Iss. 2, 1998-04 ,pp. : 167-174

Routledge Ltd

Access to resources Recommend Favorite