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An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA · Study

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An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA

Syed Aun R. Rizvi, Ginanjar Dewandaru, Obiyathulla Ismath Bacha, Mansur Masih

2014-03-31articlePhysica A Statistical Mechanics and its Applications180 citationsclosed

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Stock Market Forecasting Methods

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References

1998Law and Finance

1999The quality of government

1996Stock Markets, Banks, and Economic Growth

1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

2002Multifractal detrended fluctuation analysis of nonstationary time series

1988Dividend yields and expected stock returns

1999Stock Markets, Banks, and Economic Growth

2003Stock markets, banks, and growth: Panel evidence

Cited by

2020Asymmetric efficiency of cryptocurrencies during COVID19

2018Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?

2016Behavioural finance perspectives on Malaysian stock market efficiency

2016Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency

2015Investigating stock market efficiency: A look at OIC member countries

2015How does crisis affect efficiency? An empirical study of East Asian markets

2020A review of Islamic stock market, growth and real-estate finance literature

2021COVID-19, bitcoin market efficiency, herd behaviour

Details

Year2014

Typearticle

VenuePhysica A Statistical Mechanics and its Applications

Languageen

Files0 public / 0

Identifiers

doi10.1016/j.physa.2014.03.091

openalex_workW2000316191

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