A sequential procedure for testing the existence of a random walk model in finite samples
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References listed on IDEAS
- Chaudhuri, Kausik & Wu, Yangru, 2003. "Random walk versus breaking trend in stock prices: Evidence from emerging markets," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 575-592, April.
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Keywordsrandom walk; critical values; uncertainty;
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