TESTING FOR THE EFFICIENT MARKET HYPOTHESIS IN STOCK PRICES: INTERNATIONAL EVIDENCE FROM NONLINEAR HETEROGENEOUS PANELS

Publisher： Cambridge University Press

E-ISSN： 1469-8056|18|4|943-958

ISSN： 1365-1005

Source： Macroeconomic Dynamics, Vol.18, Iss.4, 2013-04, pp. : 943-958

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