Do shocks to G7 stock prices have a permanent effect? Evidence from panel unit root tests with structural change (Q2483549)
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scientific article; zbMATH DE number 5268574
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| English | Do shocks to G7 stock prices have a permanent effect? Evidence from panel unit root tests with structural change |
scientific article; zbMATH DE number 5268574 |
Statements
Do shocks to G7 stock prices have a permanent effect? Evidence from panel unit root tests with structural change (English)
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28 April 2008
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stock prices
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efficient market hypothesis
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Lagrangian multiplier panel unit root test
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0.8874510526657104
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0.7452248334884644
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0.7322315573692322
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0.7250623106956482
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0.7201846837997437
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