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On the long-term or short-term dependence in stock prices: Evidence from international stock markets

https://doi.org/10.1007/bf00367503
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29/29 checkable references clean · checked 2026-08-29

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

1 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 29 checked references that resolve
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A table of percentage points of the distribution of the largest absolute value of <i>k</i> Student <i>t</i> variates and its applications
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Evidence of Predictable Behavior of Security Returns
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Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K.
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The distribution of the maximum Brownian excursion
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Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence
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Fads, Martingales, and Market Efficiency
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Long-Term Memory in Stock Market Prices
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Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
resolves10.1016/0304-4076(89)90083-3
The size and power of the variance ratio test in finite samples
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Long-Horizon Mean-Reverting Stock Prices Revisited
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Predictable Stock Returns: The Role of Small Sample Bias
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Mean reversion in stock prices
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Temporary Components of Stock Prices: A Skeptic's View
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A General Method for Constructing Simultaneous Confidence Intervals
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The asymptotic distribution of the range and other functions of partial sums of stationary processes
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Tables of the Studentized Maximum Modulus Distribution and an Application to Multiple Comparisons Among Means
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The 1 reference without a DOI — listed, not checked
no DOI — not checkedSeberG.A., Linear Regression Analysis. New York: John Wiley and Sons, (1977).
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