Are stock prices stationary? Some new evidence from a panel data approach

Keywords

Panel data, Econometrics, Mean reversion, Unit root, Economics

References

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Cited by

• The Stock Market, the Housing Market and ConsumptionXin Shen — 2014
• Revisiting Weak Form Efficiency of Major Equity Markets in Light of Global Financial Crisis: A Panel Data ApproachPardeep Singh, CA Deepak, Arnav Kumar — 2015
• The Role of Credit, Money, and Exchange Rate Channels on Monetary Transmission Mechanism in Five East Africa Community (EAC) CountriesCuthberth Mlosa, Lukman Hakim, Siti Aisyah Tri Rahayu — 2019
• Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root testsGilbert V. Nartea, Harold Glenn A. Valera, Maria Luisa G. Valera — 2019

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