Are stock prices in the US nonstationary? Evidence from contemporary unit root tests

dc.contributor.authorMurthy, V. N. R.en_US
dc.contributor.authorWasher, K.en_US
dc.contributor.authorWingender, J.en_US
dc.contributor.cuauthorMurthy, Vasudeva N. R.en_US
dc.contributor.cuauthorWasher, Kenneth M.en_US
dc.contributor.cuauthorWingender, John R., Jr.en_US
dc.contributor.otherWingender, John R.en_US
dc.date.accessioned2014-07-11T12:50:58Z
dc.date.available2014-07-11T12:50:58Z
dc.date.issued2011en_US
dc.date.year2011en_US
dc.description.issue22en_US
dc.description.pages1703-1709en_US
dc.description.volume21en_US
dc.identifier.citationMurthy, V. N. R., Washer, K. Wingender J. (2011). Are stock prices in the US nonstationary? Evidence from contemporary unit root tests. Applied Financial Economics. 21,1703-1709.en_US
dc.identifier.issn0960-3107en_US
dc.identifier.issn1466-4305en_US
dc.identifier.urihttp://hdl.handle.net/10504/62075
dc.program.unitCollege of Business Administrationen_US
dc.program.unitEconomics and Financeen_US
dc.titleAre stock prices in the US nonstationary? Evidence from contemporary unit root testsen_US
dc.title.workApplied Financial Economicsen_US
dc.typeJournal Articleen_US
dc.url.link1http://dx.doi.org/10.1080/09603107.2011.591731en_US
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