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Fintech market efficiency: A multifractal detrended fluctuation analysis
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References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2017The inefficiency of Bitcoin revisited: A dynamic approach615 cited
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  • 2018Liquidity and market efficiency in cryptocurrencies360 cited
  • 2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets287 cited
  • 2021FinTech and financial stability: Threat or opportunity?177 cited
  • 2020Friend or foe: The divergent effects of FinTech on financial stability173 cited
  • 2020Fintech and Financial Stability Potential Influence of FinTech on Financial Stability, Risks and Benefits154 cited
  • 2020Why cryptocurrency markets are inefficient: The impact of liquidity and volatility138 cited
  • 2022The effect of FinTech development on financial stability in an emerging market: The role of market discipline119 cited
  • 2020Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets112 cited

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  • 2019Cryptocurrencies market efficiency ranking: Not so straightforward98 cited
  • 2020On the evolution of cryptocurrency market efficiency86 cited
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    • 2024Financial technology and ESG market: A wavelet-DCC GARCH approach23 cited