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TESTING FOR THE EFFICIENT MARKET HYPOTHESIS IN STOCK PRICES: INTERNATIONAL EVIDENCE FROM NONLINEAR HETEROGENEOUS PANELS
Lee, Chien-Chiang, Tsong, Ching-Chuan, Lee, Cheng-FengVolume:
18
Language:
english
Journal:
Macroeconomic Dynamics
DOI:
10.1017/s1365100512000697
Date:
June, 2014
File:
PDF, 110 KB
english, 2014