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Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent · Study

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ArticleAnalysis of the efficiency of Hong Kong REITs market based on Hurst exponent

Cheng Cheng2019

Article2019

Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent

Cheng Cheng · Xianglin Yang · Yongzeng Lai

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

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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References

1965The Behavior of Stock-Market Prices 2015Proof that Properly Anticipated Prices Fluctuate Randomly 1991Long-Term Memory in Stock Market Prices 2004The Adaptive Markets Hypothesis 1989Long-term Memory in Stock Market Prices 1978Some anomalous evidence regarding market efficiency 1994Fractal Market Analysis: Applying Chaos Theory to Investment and Economics 1968The Random Character of Stock Market Prices

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Year2019

Typearticle

Published2019-07-16

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations40

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.physa.2019.122035

openalex_workW2961957728

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