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Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic
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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
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,488 cited
  • 2009Understanding the Subprime Mortgage Crisis1,012 cited
  • 2008Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison978 cited
  • 2020Financial contagion during COVID–19 crisis937 cited
  • 2020COVID-19 and the march 2020 stock market crash. Evidence from S&P1500726 cited
  • 2009Quantifying cross-correlations using local and global detrending approaches424 cited
  • 2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient411 cited
  • 2002Multifractality in Asset Returns: Theory and Evidence384 cited
  • 2007Are Asian stock markets efficient? Evidence from new multiple variance ratio tests311 cited

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2020
COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?
311 cited
  • 2008A multifractal approach for stock market inefficiency305 cited
  • Cited by

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    • 2022Twitter and Market Efficiency in Energy Markets: Evidence Using Lda Clustered Topic Extraction35 cited
    • 2023Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis31 cited
    • 2022Forecasting the Volatility of the Stock Index with Deep Learning Using Asymmetric Hurst Exponents29 cited
    • 2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis24 cited
    • 2024Commonality in systemic risk from green and conventional energy24 cited
    • 2023Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability22 cited
    • 2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach21 cited
    • 2022Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches20 cited
    • 2024Volatility spillover among the sectors of emerging and developed markets: a hedging perspective19 cited
    • 2021On equity market inefficiency during the COVID-19 pandemic18 cited
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