SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis
11 references·16 citing·45 second hop
Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009)Analysis of efficiency for Shenzhen stock…Herding and information based trading (2009)Herding and information based…Forbidden patterns, permutation entropy and stock market inefficiency (2009)Forbidden patterns, permutati…Short-term predictability of crude oil markets: A detrended fluctuation analysis approach (2008)Short-term predictability of …A multifractal approach for stock market inefficiency (2008)A multifractal approach for s…The trading behavior of institutions and individuals in Chinese equity markets (2007)The trading behavior of insti…Financial crisis and stock market efficiency: Empirical evidence from Asian countries (2007)Financial crisis and stock ma…Chinese institutional investors’ sentiment (2007)Chinese institutional investo…Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility (2006)Are the crude oil markets bec…Investor herding during financial crisis: A clinical study of the Jakarta Stock Exchange (2003)Investor herding during finan…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis (2023)NFTs, DeFi, and other assets …Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach (2021)Cryptocurrency market efficie…Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic (2021)Analysis of stock market effi…Asymmetric efficiency of cryptocurrencies during COVID19 (2020)Asymmetric efficiency of cryp…Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets (2019)Which one is more informative…Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis (2019)Intraday downward/upward mult…Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen? (2018)Does Bitcoin exhibit the same…The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion (2014)The impact of the 2008 and 20…An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014)An analysis of stock market e…Multifractal detrended cross-correlations between the Chinese exchange market and stock market (2012)Multifractal detrended cross-…Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets (2012)Multifractal detrended cross-…Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA (2012)Asymmetric multifractal scali…Multifractal detrending moving average analysis on the US Dollar exchange rates (2011)Multifractal detrending movin…Finite-size effect and the components of multifractality in financial volatility (2011)Finite-size effect and the co…Cross-correlations between Chinese A-share and B-share markets (2010)Cross-correlations between Ch…Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis (2010)Analysis of the efficiency an…Fractional Differencing (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Stock Markets, Banks, and Economic Growth (1996)Law and Finance (1998)The quality of government (1999)Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak (2020)Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)What caused the Asian currency and financial crisis? (1999)Cronyism and capital controls: evidence from Malaysia (2002)Measuring capital market efficiency: Global and local correlations structure (2012)Global financial crisis and emerging stock market contagion: A volatility impulse response function approach (2015)COVID-19 and financial market efficiency: Evidence from an entropy-based analysis (2021)Théorie de la spéculation (1900)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency (2010)Complexity testing techniques for time series data: A comprehensive literature review (2015)Chaos, randomness and multi-fractality in Bitcoin market (2017)The Pricing of Options and Corporate Liabilities (1973)Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model (2017)Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Multifractal random walk (2001)Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018)On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic (2020)INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)The impact of institutional trading on stock prices (1992)Mutual Fund Herding and the Impact on Stock Prices (1999)Institutional herding in international markets (2015)Differences in herding: Individual vs. institutional investors (2016)The Voice of Monetary Policy (2023)Prospect theory: An analysis of decision under risk (1988)Noise Trader Risk in Financial Markets (1990)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Option trading and individual investor performance (2008)Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China (2011)Behavior biases and investment decision: theoretical and research framework (2019)Capital Market Equilibrium with Restricted Borrowing (1972)Herd Behavior and Investment (1988)Foreign Speculators and Emerging Equity Markets (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Herding behavior in Chinese stock markets: An examination of A and B shares (2007)An empirical analysis of herd behavior in global stock markets (2010)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)
this work references cited by second hop

References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 2008A multifractal approach for stock market inefficiency305 cited
  • 2007Financial crisis and stock market efficiency: Empirical evidence from Asian countries255 cited
  • 2009Forbidden patterns, permutation entropy and stock market inefficiency249 cited
  • 2008Short-term predictability of crude oil markets: A detrended fluctuation analysis approach245 cited
  • 2006Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility235 cited
  • 2007The trading behavior of institutions and individuals in Chinese equity markets218 cited
  • 2009Herding and information based trading178 cited
  • 2007Chinese institutional investors’ sentiment135 cited
  • 2003Investor herding during financial crisis: A clinical study of the Jakarta Stock Exchange125 cited

Cited by

  • 2014An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA180 cited
  • 2010Cross-correlations between Chinese A-share and B-share markets173 cited
  • 2020Asymmetric efficiency of cryptocurrencies during COVID19

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

173 cited
  • 2018Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?162 cited
  • 2011Finite-size effect and the components of multifractality in financial volatility153 cited
  • 2012Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA145 cited
  • 2010Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis140 cited
  • 2012Multifractal detrended cross-correlations between the Chinese exchange market and stock market134 cited
  • 2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic134 cited
  • 2019Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis124 cited
  • 2021Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach114 cited
  • 2011Multifractal detrending moving average analysis on the US Dollar exchange rates111 cited
  • 2012Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets110 cited
  • 2019Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets99 cited
  • 2023NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis96 cited
  • 2014The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion92 cited