Random walk versus breaking trend in stock prices: Evidence from emerging markets

Authors: Chaudhuri K.; Wu Y.¹

Source: Journal of Banking and Finance, Volume 27, Number 4, April 2003 , pp. 575-592(18)

Publisher: Elsevier

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Keywords: [JEL classification codes] G15; [JEL classification codes] G14; [JEL classification codes] C22; Emerging markets; Random walk; Structural breaks; Market liberalization

Language: English

Document Type: Research article

DOI: 10.1016/S0378-4266(01)00252-7

Affiliations: 1: Department of Finance and Economics, Faculty of Management, Rutgers University, 07102-1820, Newark, NJ, USA

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