This paper investigates the multifractality and efficiency of stock markets in eight developed
(Canada, France, Germany, Italy, Japan, Switzerland, UK and USA) and two emerging (India …

In this article, we investigate the market efficiency of global stock markets using the
multifractal detrended fluctuation analysis methodology and analyze the results by dividing …

In this paper, we use the methods of Multifractal Detrended Fluctuation Analysis (MF-DFA)
and DFA based on generalized Hurst exponents to compare the relative efficiency between …

This paper studies the multifractality and the dynamic weak-form efficiency of five GCC stock
markets, comparing them to global, Islamic and regional markets, using a Multifractal …

An efficient market has been theoretically proven to be a key component for effective and
efficient resource allocation in an economy. This paper incorporates econophysics with …

This study challenges the efficient market hypothesis, relying on the Dow Jones sector
Exchange-Traded Fund (ETF) indices. For this purpose, we use the generalized Hurst …

In this paper, we analyze market efficiency for the Shanghai stock market over time using a
model-free method known as multifractal detrended fluctuation analysis. Through analyzing …

This paper estimates the weak-form efficiency of Islamic stock markets using 10 sectoral
stock indices (basic materials, consumer services, consumer goods, energy, financials …

This paper uses multifractal detrended fluctuation analysis to evaluate price efficiency
dynamics and relate them to stock price predictability in the Brazilian equity market. The …

This study examines the asymmetric multifractality and the market efficiency of the stock
markets in the countries that are the top crude oil producers (USA, KSA, Canada and …