Wavelet based multi-scale analysis of financial time series has attracted much attention,
lately, from both the academia and practitioners from all around the world. The unceasing …

We applied MF-ADCCA to analyze the presence and asymmetry of the cross-correlations
between the major currency rates and Bitcoin, and the Dow Jones Industrial Average (DJIA) …

We find that combining de-noising stock returns by wavelet transform with new proposed
technical indicators can significantly improve the accuracy of stock returns forecasts, in …

The purpose of this study is to investigate long-range dependence in trend and short
variation of stock market price and return series before, during, and after 2008 financial …

The aim of this research is to investigate the multiscale dynamic linkages between crude oil
price and the stock market in China at the sector level. First, the Haar à trous wavelet …

The research objective was to analysis the effect of earning management as a moderator in
relation between cash flow activities towards stock returns. The purposive sampling …

The two recent studies of Cajueiro and Tabak (2004b) and Hull and McGroarty (2014)
investigate the predictability of emerging stock market returns based on the Hurst coefficient …

The main aim of the paper was to establish the effect of operating cash flow on stock return
of firms listed in NSE. The study was informed by Free Cash Flow (FCF) theory. Census …

This study, using wavelet-based method investigates the dynamics of long memory in the
returns and volatility of equity markets. In the sample of five developed and five emerging …

Dealing with stationarity remains an unsolved problem. Some of the time series data,
especially crude palm oil (CPO) prices persist towards nonstationarity in the long-run data …