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Analysis of market efficiency for the Shanghai stock market over time · Study

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ArticleAnalysis of market efficiency for the Shanghai stock market over time

Yudong Wang2010

Article2010

Analysis of market efficiency for the Shanghai stock market over time

Yudong Wang · Li Liu · Rongbao Gu · Jianjun Cao · Haiyan Wang

92 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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

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References

2002Multifractal detrended fluctuation analysis of nonstationary time series 2007Herding behavior in Chinese stock markets: An examination of A and B shares 2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient 1997Price Limit Performance: Evidence from the Tokyo Stock Exchange 2008Short-term predictability of crude oil markets: A detrended fluctuation analysis approach 2006Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility 2008Time-varying Hurst exponent for US stock markets 2008Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange

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2020The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50

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Year2010

Typearticle

Published2010-01-05

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations92

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2009.12.039

openalex_workW2080744992

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