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Efficiency and Multifractality Analysis of the Chinese Stock Market: Evidence from Stock Indices before and after the 2015 Stock Market Crash
16 references·0 citing·41 second hop
Efficiency and Multifractality Analysis of the Chinese Stock Market: Evidence from Stock Indices before and after the 2015 Stock Market Crash (2019)Efficiency and Multifractality Analysis o…Stock market efficiency: A comparative analysis of Islamic and conventional stock markets (2018)Stock market efficiency: A co…Mutual fund herding and stock price crashes (2018)Mutual fund herding and stock…The Efficient Market Hypothesis: Review of Specialized Literature and Empirical Research (2015)The Efficient Market Hypothes…Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone (2015)Has the 2008 financial crisis…An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014)An analysis of stock market e…Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Introduction to Multifractal …Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA (2012)Asymmetric multifractal scali…The components of empirical multifractality in financial returns (2009)The components of empirical m…Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009)Analysis of efficiency for Sh…Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange (2008)Does financial market liberal…A multifractal approach for stock market inefficiency (2008)A multifractal approach for s…A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate (2005)A multifractal detrended fluc…NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS (2004)NEW INSIGHTS INTO THE ESTIMAT…Efficient market hypothesis and forecasting (2003)Efficient market hypothesis a…Multifractal Hurst analysis of crude oil prices (2002)Multifractal Hurst analysis o…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Multifractal analysis of foreign exchange data (1999)Multifractal properties of price fluctuations of stocks and commodities (2003)Finite-size effect and the components of multifractality in financial volatility (2011)Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen? (2018)The Variation of Certain Speculative Prices (1963)The Econometrics of Financial Markets (1997)Measuring capital market efficiency: Global and local correlations structure (2012)The Econometrics of Financial Markets (2012)A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series (2020)Stock Markets, Banks, and Economic Growth (1996)Law and Finance (1998)The quality of government (1999)Asymmetric efficiency of cryptocurrencies during COVID19 (2020)Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak (2020)An examination of herd behavior in equity markets: An international perspective (2000)Cross-correlations between Chinese A-share and B-share markets (2010)Effect of trends on detrended fluctuation analysis (2001)Effect of nonstationarities on detrended fluctuation analysis (2002)Detecting and interpreting distortions in hierarchical organization of complex time series (2015)Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Multifractal random walk (2001)Forbidden patterns, permutation entropy and stock market inefficiency (2009)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018)Introduction to Econophysics (1999)Detecting long-range correlations with detrended fluctuation analysis (2001)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Physical approach to complex systems (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)An artificial neural network (p,d,q) model for timeseries forecasting (2009)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)Common risk factors in the returns on stocks and bonds (1993)Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indices (2019)Explainable stock prices prediction from financial news articles using sentiment analysis (2021)Scientometric review and analysis of recent approaches to stock market forecasting: Two decades survey (2022)A Tutorial on Multifractality, Cascades, and Interactivity for Empirical Time Series in Ecological Science (2013)Multifractal Detrended Fluctuation Analysis of Streamflow in the Yellow River Basin, China (2015)MFDFA: Efficient multifractal detrended fluctuation analysis in python (2021)
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References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,704 cited
  • 2012Introduction to Multifractal Detrended Fluctuation Analysis in Matlab912 cited
  • 2003Efficient market hypothesis and forecasting516 cited
  • 2008A multifractal approach for stock market inefficiency305 cited
  • 2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis229 cited
  • 2009The components of empirical multifractality in financial returns195 cited
  • 2002Multifractal Hurst analysis of crude oil prices187 cited
  • 2014An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA180 cited
  • 2005A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate172 cited
  • 2015The Efficient Market Hypothesis: Review of Specialized Literature and Empirical Research169 cited
  • 2008Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange169 cited
  • 2012Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA145 cited
  • 2018Stock market efficiency: A comparative analysis of Islamic and conventional stock markets142 cited
  • 2015Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone

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127 cited
  • 2018Mutual fund herding and stock price crashes123 cited
  • 2004NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS121 cited
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