Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks

Yang-Cheng Lu, Tsangyao Chang, Ken Hung, Wen-Chi Liu. Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks. Mathematics and Computers in Simulation, 80(10):2019-2025, 2010. [doi]

Abstract

Abstract is missing.