Do the global grain spot markets exhibit multifractal nature?

XL Gao, YH Shao, YH Yang, WX Zhou - Chaos, Solitons & Fractals, 2022 - Elsevier
The multifractal nature of agriculture-related stocks and derivatives has been extensively
studied. However, due to the scarcity and lack of representativeness of available data, the …

Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis

L Wang, XL Gao, WX Zhou - Fractals, 2023 - World Scientific
Grains account for more than 50% of the calories consumed by people worldwide, and
military conflicts, pandemics, climate change, and soaring grain prices all have vital impacts …

Asymmetric fractal characteristics and market efficiency analysis of style stock indices

C Xu, J Ke, Z Peng, W Fang, Y Duan - Entropy, 2022 - mdpi.com
As a typical complex system, the stock market has attracted the attention of scholars and
investors to comprehensively understand its fractal characteristics and analyze its market …

What impacts foreign capital flows to China's stock markets? Evidence from financial risk spillover networks

H Xu, S Li - International Review of Economics & Finance, 2023 - Elsevier
This study investigates the spillover effects between foreign capital in China's stock market
and 11 other financial assets (eg, major stock markets, financial products, and interest rates) …

Does foreign equity investment impact the spillover effect of industries in China?

H Xu, S Li, Z Tian - The North American Journal of Economics and Finance, 2023 - Elsevier
This study aims to systematically investigate the impact of foreign equity investment on the
spillover across industries in China, both in terms of the contagion path and persistence of …

Effect of futures trading restrictions on market efficiency: A multifractal analysis

Y Jin, Y Wu, P Yu, J Zhang - Fluctuation and Noise Letters, 2023 - World Scientific
Based on the China Securities Index 300 (CSI 300 index) futures trading restrictions in 2015,
this paper uses the multifractal detrending moving-average cross-correlation analysis …

How do foreign investors affect China's stock return volatility? Evidence from the Shanghai-Hong Kong Stock Connect Program

W Chen, R Mamon, H Xiong, P Zeng - Asia-Pacific Journal of …, 2024 - Taylor & Francis
This paper examines the influence of foreign investors on the stock return volatility via the
Shanghai-Hong Kong Stock Connect Program (SHSCP). By analysing portfolios' …

[HTML][HTML] Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops

XL Gao, ZQ Jiang, WX Zhou - Journal of Management Science and …, 2024 - Elsevier
Intermittent or multifractal behavior has been reported in various markets, and the impact of
the COVID-19 pandemic has been investigated. However, the impact of the COVID-19 …

An Econophysics Perspective on Green Bonds and Stock Market Nexus: Can Green Finance be an Investment Option for Emerging Stock Markets?

T Acikgoz - Fluctuation and Noise Letters, 2024 - ui.adsabs.harvard.edu
Green bonds are one of the most fascinating financial innovations that offer a solution to
climate change and sustainable development from the financial point of view. In this study …

The impact of capital flows from Hong Kong on stock market returns in mainland China

W Cheng, J Zheng… - Journal of Transnational …, 2022 - Taylor & Francis
Abstract The People's Republic of China has increasingly become an attractive location for
foreign capital. The flow of foreign capital into mainland China includes the so-called …