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Simulating stock returns under switching regimes- a new test of market efficiency

Research output: Contribution to Journal/Magazine › Journal article

Published

Standard

Simulating stock returns under switching regimes- a new test of market efficiency. / Meenagh, D; Minford, P; Peel, D.
In: Economics Letters, Vol. 94, No. 2, 2007, p. 235-239.

Research output: Contribution to Journal/Magazine › Journal article

Harvard

Meenagh, D, Minford, P & Peel, D 2007, 'Simulating stock returns under switching regimes- a new test of market efficiency', Economics Letters, vol. 94, no. 2, pp. 235-239.

APA

Meenagh, D., Minford, P., & Peel, D. (2007). Simulating stock returns under switching regimes- a new test of market efficiency. Economics Letters, 94(2), 235-239.

Vancouver

Meenagh D, Minford P, Peel D. Simulating stock returns under switching regimes- a new test of market efficiency. Economics Letters. 2007;94(2):235-239.

Author

Meenagh, D ; Minford, P ; Peel, D. / Simulating stock returns under switching regimes- a new test of market efficiency. In: Economics Letters. 2007 ; Vol. 94, No. 2. pp. 235-239.

Bibtex

@article{b65bc0cd42fd4e5089fcfb713a06cc4d,
title = "Simulating stock returns under switching regimes- a new test of market efficiency",
author = "D Meenagh and P Minford and D Peel",
year = "2007",
language = "English",
volume = "94",
pages = "235--239",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "2",

}

RIS

TY - JOUR

T1 - Simulating stock returns under switching regimes- a new test of market efficiency

AU - Meenagh, D

AU - Minford, P

AU - Peel, D

PY - 2007

Y1 - 2007

M3 - Journal article

VL - 94

SP - 235

EP - 239

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 2

ER -