SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Time-varying long term memory in the European Union stock markets · Study

ArticleShelves

ArticleTime-varying long term memory in the European Union stock markets

Ahmet Şensoy2015

Article2015

Time-varying long term memory in the European Union stock markets

Ahmet Şensoy · Benjamin Miranda Tabak

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

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 70 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1988Permanent and Temporary Components of Stock Prices 1972The capital asset pricing model: Some empirical tests 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 2003The Efficient Market Hypothesis and Its Critics

Cited by

2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic 2015Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone 2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices 2015Time varying market efficiency of the GCC stock markets 2020Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2014Predictability dynamics of Islamic and conventional equity marketsarticle · 21 shared references 2013Do emerging markets become more efficient as they develop? Long memory persistence in equity indicesarticle · 13 shared references 2006Testing for predictability in equity returns for European transition marketsarticle · 13 shared references 2014Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropyarticle · 12 shared references 2019From efficient markets to adaptive markets: Evidence from the French stock exchangearticle · 11 shared references 2006Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatilityarticle · 10 shared references

Details

Year2015

Typearticle

Published2015-05-12

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations70

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.physa.2015.05.034

openalex_workW307600067

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2023Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis