SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Analysis of market efficiency for the Shanghai stock market over time
15 references·1 citing·46 second hop
Analysis of market efficiency for the Shanghai stock market over time (2010)Analysis of market efficiency for the Sha…Together we invest? Individual and institutional investors' trading behaviour in Poland (2009)Together we invest? Individua…Time-varying Hurst exponent for US stock markets (2008)Time-varying Hurst exponent f…Short-term predictability of crude oil markets: A detrended fluctuation analysis approach (2008)Short-term predictability of …Herding behavior in asset markets (2008)Herding behavior in asset mar…Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange (2008)Does financial market liberal…Herding behavior in Chinese stock markets: An examination of A and B shares (2007)Herding behavior in Chinese s…Ranking market efficiency for stock markets: A nonlinear perspective (2006)Ranking market efficiency for…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…The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient (2004)The Hurst exponent over time:…Testing for time-varying long-range dependence in volatility for emerging markets (2004)Testing for time-varying long…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Price Limit Performance: Evidence from the Tokyo Stock Exchange (1997)Price Limit Performance: Evid…Transactional risk, market crashes, and the role of circuit breakers (1993)Transactional risk, market cr…Transactional Risk, Market Crashes, and the Role of Circuit Breakers (1991)Transactional Risk, Market Cr…Market Making and the Changing Structure of the Securities Industry (1985)Market Making and the Changin…The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50 (2020)The profitability of Bollinge…The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Relation Between Price Changes and Trading Volume: A Survey (1987)Why Does Stock Market Volatility Change Over Time? (1989)Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market (2016)Daily price limits and destructive market behavior (2018)Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre (2020)Fractional Differencing (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009)Cross-correlations between Chinese A-share and B-share markets (2010)An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014)Herd Behavior and Investment (1988)The impact of institutional trading on stock prices (1992)Mutual Fund Herding and the Impact on Stock Prices (1999)Herding in financial markets: a review of the literature (2013)Investor herding behaviour of Chinese stock market (2013)The Influence of Behavioral Factors in Making Investment Decisions and Performance: Study on Investors of Colombo Stock Exchange, Sri Lanka (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Is WTI crude oil market becoming weakly efficient over time? (2009)Long-range correlations and asymmetry in the Bitcoin market (2017)The Pricing of Options and Corporate Liabilities (1973)Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model (2017)The Microstructure of Securities Markets. (1986)Liquidity and Market Structure (1988)Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs (2002)Speculative markets and the effectiveness of price limits (2003)Retail investor attention and herding behavior (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Multi-scaling in finance (2007)Forbidden patterns, permutation entropy and stock market inefficiency (2009)Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices (2020)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Long-Term Memory in Stock Market Prices (1991)Foreign Speculators and Emerging Equity Markets (2000)Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA (2012)Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen? (2018)Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic (2021)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)Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence (1993)Order Flow and Liquidity around NYSE Trading Halts (2000)Institutional Investors and Stock Market Volatility (2005)
this work references cited by second hop

References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2007Herding behavior in Chinese stock markets: An examination of A and B shares646 cited
  • 2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient411 cited
  • 1997Price Limit Performance: Evidence from the Tokyo Stock Exchange377 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
  • 2008Time-varying Hurst exponent for US stock markets219 cited
  • 2008Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange169 cited
  • 1991Transactional Risk, Market Crashes, and the Role of Circuit Breakers157 cited
  • 1993Transactional risk, market crashes, and the role of circuit breakers142 cited
  • 1985Market Making and the Changing Structure of the Securities Industry139 cited
  • 2006Ranking market efficiency for stock markets: A nonlinear perspective137 cited
  • 2004Testing for time-varying long-range dependence in volatility for emerging markets124 cited
  • 2009Together we invest? Individual and institutional investors' trading behaviour in Poland

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

115 cited
  • 2008Herding behavior in asset markets55 cited
  • Cited by

    • 2020The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 5030 cited