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China's copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods
16 references·1 citing·39 second hop
China's copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods (2020)China's copper futures market efficiency …Time-varying long-term memory in Bitcoin market (2017)Time-varying long-term memory…Oil prices and financial stress: A volatility spillover analysis (2015)Oil prices and financial stre…An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014)An analysis of stock market e…Measuring capital market efficiency: Global and local correlations structure (2012)Measuring capital market effi…Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009)Analysis of efficiency for Sh…The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality (2008)The relationship between crud…Short-term predictability of crude oil markets: A detrended fluctuation analysis approach (2008)Short-term predictability of …Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Multifractal detrended cross-…A multifractal approach for stock market inefficiency (2008)A multifractal approach for s…Multi-scaling in finance (2007)Multi-scaling in financeThe Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient (2004)The Hurst exponent over time:…Can one make any crash prediction in finance using the local Hurst exponent idea? (2004)Can one make any crash predic…Fractal Market Analysis: Applying Chaos Theory to Investment and Economics (1994)Fractal Market Analysis: Appl…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models (1966)Forecasts of Future Prices, U…A bibliometric literature review of stock price forecasting: From statistical model to deep learning approach (2024)A bibliometric literature rev…The Behavior of Stock-Market Prices (1965)On the Distribution of Stock Price Differences (1967)The Random Character of Stock Market Prices (1968)Long-term dependence in common stock returns (1977)Orange Juice and Weather (1984)Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Multifractal random walk (2001)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Forbidden patterns, permutation entropy and stock market inefficiency (2009)Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices (2020)Detecting long-range correlations with detrended fluctuation analysis (2001)Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Detrending moving average algorithm for multifractals (2010)Statistical tests for power-law cross-correlated processes (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! 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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1994Fractal Market Analysis: Applying Chaos Theory to Investment and Economics983 cited
  • 2008Multifractal detrended cross-correlation analysis for two nonstationary signals769 cited
  • 1966Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models440 cited
  • 2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient411 cited
  • 2007Multi-scaling in finance376 cited
  • 2008The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality351 cited
  • 2008A multifractal approach for stock market inefficiency305 cited
  • 2017Time-varying long-term memory in Bitcoin market296 cited
  • 2004Can one make any crash prediction in finance using the local Hurst exponent idea?252 cited
  • 2008Short-term predictability of crude oil markets: A detrended fluctuation analysis approach245 cited
  • 2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis229 cited
  • 2015Oil prices and financial stress: A volatility spillover analysis221 cited

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2012
Measuring capital market efficiency: Global and local correlations structure
185 cited
  • 2014An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA180 cited
  • Cited by

    • 2024A bibliometric literature review of stock price forecasting: From statistical model to deep learning approach41 cited